+452.1%
BTSG vs PSKY
-18.9%
+471.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -3.6% | +24.0% | -27.6% | -5.1% |
| 3M | +5.8% | +2.2% | +3.6% | +5.7% |
| 6M | +44.7% | -9.0% | +53.7% | +45.7% |
| YTD | +62.2% | -18.1% | +80.3% | +64.1% |
| 1Y | +152.1% | -25.1% | +177.2% | +155.6% |
| All | +452.1% | -18.9% | +471.0% | +440.5% |
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