+106.8%
BTSG vs PSKY
-29.7%
+136.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.2% | -6.7% |
| 7D | -5.8% | -6.0% | +0.2% | -5.5% |
| 30D | 0.0% | +10.7% | -10.7% | -0.5% |
| 3M | -4.5% | +1.2% | -5.6% | -3.9% |
| 6M | +40.0% | +1.5% | +38.5% | +40.8% |
| YTD | +54.6% | -21.8% | +76.3% | +56.7% |
| All | +106.8% | -29.7% | +136.5% | +111.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling