+132.3%
BP vs PSKY
-78.0%
+210.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.8% | +8.5% | +3.7% |
| 7D | +8.6% | -24.6% | +33.1% | +8.9% |
| 30D | +9.3% | -36.1% | +45.5% | +9.9% |
| 3M | +42.2% | -53.8% | +96.1% | +42.9% |
| 6M | +42.2% | -53.8% | +96.1% | +42.9% |
| YTD | +42.2% | -53.8% | +96.1% | +42.9% |
| 1Y | +61.1% | -58.4% | +119.4% | +63.2% |
| 3Y | +46.7% | -40.7% | +87.4% | +39.5% |
| All | +132.3% | -78.0% | +210.3% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling