+426.2%
BTSG vs PSKY
-22.5%
+448.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.2% | -6.7% |
| 7D | -5.8% | -6.0% | +0.2% | -5.4% |
| 30D | 0.0% | +10.7% | -10.7% | -0.8% |
| 3M | -4.5% | +1.2% | -5.6% | -4.5% |
| 6M | +40.0% | +1.5% | +38.5% | +39.7% |
| YTD | +54.6% | -21.8% | +76.3% | +56.9% |
| 1Y | +106.1% | -30.2% | +136.3% | +110.1% |
| All | +426.2% | -22.5% | +448.6% | +416.6% |
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