+12.2%
BROS vs PSKY
-80.0%
+92.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +5.0% | +0.8% |
| 7D | +8.2% | -24.6% | +32.7% | +11.4% |
| 30D | -6.6% | -36.1% | +29.6% | -1.5% |
| 3M | -28.6% | -54.8% | +26.2% | -23.7% |
| 6M | -28.6% | -54.8% | +26.2% | -23.7% |
| YTD | -28.6% | -54.8% | +26.2% | -23.7% |
| 1Y | -24.5% | -58.4% | +33.8% | -18.1% |
| 3Y | +59.6% | -40.7% | +100.3% | +44.9% |
| 5Y | -22.4% | -80.0% | +57.6% | -18.0% |
| All | +12.2% | -80.0% | +92.3% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling