+18.4%
BROS vs PSKY
-70.2%
+88.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -4.9% | -3.7% |
| 7D | -6.1% | -6.0% | -0.1% | -4.9% |
| 30D | -12.4% | +10.7% | -23.0% | -14.3% |
| 3M | -27.9% | +1.2% | -29.1% | -28.3% |
| 6M | -16.8% | +1.5% | -18.3% | -17.7% |
| YTD | -29.0% | -21.8% | -7.3% | -26.4% |
| 1Y | -33.2% | -30.2% | -3.0% | -29.9% |
| 3Y | +56.8% | -20.1% | +76.9% | +47.2% |
| All | +18.4% | -70.2% | +88.6% | +20.0% |
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