+63.3%
BP vs PSKY
-39.6%
+102.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.8% | +8.5% | +3.4% |
| 7D | +8.6% | -24.6% | +33.1% | +7.1% |
| 30D | +9.3% | -36.1% | +45.5% | +6.8% |
| 3M | +42.2% | -53.8% | +96.1% | +37.8% |
| 6M | +42.2% | -53.8% | +96.1% | +37.8% |
| YTD | +42.2% | -53.8% | +96.1% | +37.8% |
| 1Y | +61.1% | -58.4% | +119.4% | +56.9% |
| All | +63.3% | -39.6% | +102.8% | +51.6% |
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 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