+35.8%
BN vs PSKY
-70.2%
+106.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -1.2% | +2.4% | -3.6% | -1.6% |
| 30D | -10.9% | +17.5% | -28.4% | -13.4% |
| 3M | -11.1% | +4.4% | -15.5% | -12.0% |
| 6M | -4.4% | -9.0% | +4.7% | -3.5% |
| YTD | -14.1% | -18.6% | +4.5% | -12.1% |
| 1Y | -11.1% | -27.7% | +16.7% | -7.9% |
| 3Y | +75.6% | -16.9% | +92.4% | +66.4% |
| All | +35.8% | -70.2% | +106.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling