+1,142.7%
BN vs PSKY
-42.2%
+1,184.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -9.5% | +24.0% | -33.5% | -15.2% |
| 3M | -10.4% | +2.2% | -12.6% | -11.4% |
| 6M | -6.4% | -9.0% | +2.6% | -5.1% |
| YTD | -11.9% | -18.1% | +6.3% | -9.1% |
| 1Y | -8.6% | -25.1% | +16.5% | -4.9% |
| 3Y | +77.6% | -16.3% | +93.9% | +61.7% |
| 5Y | +37.0% | -70.4% | +107.4% | +63.9% |
| 10Y | +266.4% | -74.2% | +340.6% | +275.0% |
| All | +1,142.7% | -42.2% | +1,184.9% | +740.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling