+656.6%
BNY vs PSKY
-44.8%
+701.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.5% |
| 7D | -1.1% | -6.0% | +4.9% | +0.8% |
| 30D | +1.4% | +10.7% | -9.2% | -2.0% |
| 3M | +16.8% | +1.2% | +15.6% | +15.6% |
| 6M | +42.0% | +1.5% | +40.5% | +39.1% |
| YTD | +41.9% | -21.8% | +63.7% | +48.8% |
| 1Y | +59.2% | -30.2% | +89.4% | +69.6% |
| 3Y | +290.9% | -20.1% | +311.0% | +250.8% |
| 5Y | +259.0% | -70.5% | +329.6% | +327.3% |
| 10Y | +413.0% | -75.2% | +488.3% | +416.0% |
| All | +656.6% | -44.8% | +701.4% | +324.6% |
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