+25.1%
BROS vs PSKY
-69.0%
+94.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.4% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | -13.5% | +17.5% | -31.0% | -16.4% |
| 3M | -18.4% | +4.4% | -22.9% | -19.4% |
| 6M | -10.6% | -9.0% | -1.6% | -9.6% |
| YTD | -25.1% | -18.6% | -6.5% | -22.9% |
| 1Y | -28.6% | -27.7% | -0.9% | -25.6% |
| 3Y | +65.6% | -16.9% | +82.4% | +54.2% |
| All | +25.1% | -69.0% | +94.0% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling