+133.9%
BP vs PSKY
-76.1%
+210.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +2.7% |
| 7D | +4.0% | -6.8% | +10.8% | +5.2% |
| 30D | +7.8% | +10.2% | -2.4% | +5.8% |
| 3M | +8.4% | +0.3% | +8.1% | +7.9% |
| 6M | +15.1% | -7.8% | +22.8% | +15.5% |
| YTD | +36.4% | -23.0% | +59.4% | +40.6% |
| 1Y | +40.9% | -31.6% | +72.6% | +46.7% |
| 3Y | +38.8% | -21.3% | +60.2% | +32.1% |
| 5Y | +141.1% | -71.5% | +212.5% | +177.5% |
| 10Y | +133.9% | -75.6% | +209.5% | +76.1% |
| All | +133.9% | -76.1% | +210.0% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling