+468.7%
BTSG vs PSKY
-19.3%
+488.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +5.7% | +2.4% | +3.4% | +5.6% |
| 30D | +0.2% | +17.5% | -17.3% | -1.0% |
| 3M | +5.6% | +4.4% | +1.2% | +5.4% |
| 6M | +50.8% | -9.0% | +59.8% | +51.8% |
| YTD | +67.0% | -18.6% | +85.6% | +69.1% |
| 1Y | +145.5% | -27.7% | +173.2% | +149.7% |
| All | +468.7% | -19.3% | +488.1% | +456.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling