+141.1%
BP vs PSKY
-71.8%
+212.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +2.2% |
| 7D | +4.0% | -6.8% | +10.8% | +4.5% |
| 30D | +7.8% | +10.2% | -2.4% | +6.9% |
| 3M | +8.4% | +0.3% | +8.1% | +8.2% |
| 6M | +15.1% | -7.8% | +22.8% | +15.4% |
| YTD | +36.4% | -23.0% | +59.4% | +38.6% |
| 1Y | +40.9% | -31.6% | +72.6% | +43.9% |
| 3Y | +38.8% | -21.3% | +60.2% | +36.1% |
| 5Y | +141.1% | -71.5% | +212.5% | +180.8% |
| All | +141.1% | -71.8% | +212.9% | +180.8% |
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