+16.5%
BTDR vs PSKY
-71.2%
+87.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.8% |
| 7D | -3.2% | -6.0% | +2.8% | -2.1% |
| 30D | +32.7% | +10.7% | +22.0% | +30.1% |
| 3M | -28.4% | +1.2% | -29.5% | -28.8% |
| 6M | +51.7% | +1.5% | +50.2% | +50.8% |
| YTD | +2.9% | -21.8% | +24.6% | +6.5% |
| 1Y | -15.5% | -30.2% | +14.7% | -10.9% |
| 3Y | 0.0% | -20.1% | +20.1% | -1.3% |
| 5Y | +16.5% | -70.5% | +87.0% | +18.8% |
| All | +16.5% | -71.2% | +87.6% | +18.8% |
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 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