+63.6%
BSX vs PSKY
-44.8%
+108.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.5% |
| 7D | -8.2% | -6.0% | -2.2% | -7.0% |
| 30D | -15.8% | +10.7% | -26.5% | -17.8% |
| 3M | -10.8% | +1.2% | -12.0% | -11.4% |
| 6M | -38.4% | +1.5% | -39.9% | -39.3% |
| YTD | -54.8% | -21.8% | -33.0% | -53.1% |
| 1Y | -59.0% | -30.2% | -28.9% | -57.1% |
| 3Y | -20.0% | -20.1% | +0.1% | -25.5% |
| 5Y | -3.1% | -70.5% | +67.5% | +9.9% |
| 10Y | +83.3% | -75.2% | +158.6% | +83.5% |
| All | +63.6% | -44.8% | +108.4% | -8.8% |
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 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