+19.4%
BRO vs PSKY
-70.1%
+89.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -7.3% | -2.4% | -4.9% | -7.2% |
| 30D | -6.9% | +11.6% | -18.4% | -7.6% |
| 3M | +10.7% | +1.5% | +9.1% | +10.5% |
| 6M | -2.7% | +7.7% | -10.4% | -3.4% |
| YTD | -16.3% | -20.1% | +3.8% | -15.5% |
| 1Y | -29.1% | -38.3% | +9.2% | -27.3% |
| 3Y | -7.8% | -17.7% | +9.9% | -9.6% |
| All | +19.4% | -70.1% | +89.5% | +37.6% |
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 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