+20.3%
BN vs PSKY
-78.0%
+98.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.3% |
| 7D | -1.3% | -24.6% | +23.3% | +3.0% |
| 30D | -2.6% | -36.1% | +33.5% | +4.4% |
| 3M | -20.0% | -53.8% | +33.8% | -11.7% |
| 6M | -20.0% | -53.8% | +33.8% | -11.7% |
| YTD | -20.0% | -53.8% | +33.8% | -11.7% |
| 1Y | -16.3% | -58.4% | +42.1% | -5.7% |
| 3Y | +70.8% | -40.7% | +111.5% | +67.4% |
| All | +20.3% | -78.0% | +98.3% | +37.3% |
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