+22.6%
BROS vs PSKY
-70.6%
+93.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -0.9% |
| 7D | -6.6% | -6.8% | +0.3% | -5.2% |
| 30D | -12.3% | +10.2% | -22.6% | -14.2% |
| 3M | -22.2% | +0.3% | -22.5% | -22.5% |
| 6M | -14.3% | -7.8% | -6.5% | -13.5% |
| YTD | -26.6% | -23.0% | -3.6% | -23.6% |
| 1Y | -31.5% | -31.6% | +0.1% | -27.8% |
| 3Y | +62.3% | -21.3% | +83.6% | +52.9% |
| All | +22.6% | -70.6% | +93.2% | +24.6% |
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