+71.4%
BTI vs PSKY
-74.6%
+146.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | -1.1% | +11.6% | -12.7% | -2.1% |
| 3M | -8.8% | +1.5% | -10.3% | -9.0% |
| 6M | -4.0% | +7.7% | -11.7% | -5.1% |
| YTD | +0.4% | -20.1% | +20.5% | +1.7% |
| 1Y | +1.9% | -38.3% | +40.2% | +5.6% |
| 3Y | +108.5% | -17.7% | +126.2% | +102.8% |
| 5Y | +118.5% | -69.9% | +188.4% | +133.9% |
| All | +71.4% | -74.6% | +146.0% | +59.8% |
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 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