+661.1%
BX vs PSKY
-74.6%
+735.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.0% |
| 7D | -5.6% | -2.4% | -3.2% | -5.1% |
| 30D | -12.2% | +11.6% | -23.8% | -14.5% |
| 3M | +7.4% | +1.5% | +5.9% | +6.7% |
| 6M | +22.2% | +7.7% | +14.5% | +19.1% |
| YTD | -14.0% | -20.1% | +6.1% | -10.9% |
| 1Y | -27.3% | -38.3% | +11.0% | -20.5% |
| 3Y | +24.5% | -17.7% | +42.3% | +17.0% |
| 5Y | +18.9% | -69.9% | +88.8% | +40.2% |
| All | +661.1% | -74.6% | +735.6% | +629.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling