+36.4%
BP vs PSKY
-12.8%
+49.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +0.9% | +2.4% | -1.4% | +0.8% |
| 30D | +9.1% | +17.5% | -8.4% | +8.2% |
| 3M | +3.9% | +4.4% | -0.5% | +3.7% |
| 6M | +13.6% | -9.0% | +22.7% | +14.2% |
| YTD | +34.0% | -18.6% | +52.6% | +35.3% |
| 1Y | +39.2% | -27.7% | +66.9% | +41.0% |
| 3Y | +36.4% | -16.9% | +53.3% | +37.1% |
| All | +36.4% | -12.8% | +49.2% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling