+660.4%
BTI vs PSKY
-42.6%
+702.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.4% | +2.4% | -3.7% | -1.7% |
| 30D | -7.0% | +17.5% | -24.6% | -9.4% |
| 3M | -6.3% | +4.4% | -10.8% | -7.2% |
| 6M | -2.0% | -9.0% | +7.1% | -1.4% |
| YTD | +0.2% | -18.6% | +18.8% | +2.0% |
| 1Y | +3.8% | -27.7% | +31.5% | +6.7% |
| 3Y | +112.1% | -16.9% | +128.9% | +101.7% |
| 5Y | +113.6% | -70.3% | +183.9% | +134.3% |
| 10Y | +69.6% | -74.9% | +144.6% | +71.1% |
| All | +660.4% | -42.6% | +702.9% | +471.5% |
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