+117.0%
BTI vs PSKY
-71.2%
+188.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -2.0% | -6.0% | +4.0% | -1.6% |
| 30D | -3.4% | +10.7% | -14.1% | -4.0% |
| 3M | -9.0% | +1.2% | -10.2% | -9.1% |
| 6M | -5.0% | +1.5% | -6.5% | -5.4% |
| YTD | -0.3% | -21.8% | +21.4% | +0.8% |
| 1Y | +3.1% | -30.2% | +33.3% | +4.8% |
| 3Y | +111.0% | -20.1% | +131.1% | +107.4% |
| 5Y | +117.0% | -70.5% | +187.5% | +133.8% |
| All | +117.0% | -71.2% | +188.2% | +133.8% |
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