+21.5%
BX vs PSKY
-20.6%
+42.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.0% |
| 7D | -8.9% | -6.0% | -2.9% | -8.1% |
| 30D | -14.8% | +10.7% | -25.4% | -15.9% |
| 3M | +6.9% | +1.2% | +5.8% | +6.6% |
| 6M | +16.3% | +1.5% | +14.8% | +15.8% |
| YTD | -16.1% | -21.8% | +5.7% | -13.9% |
| 1Y | -26.8% | -30.2% | +3.4% | -24.2% |
| All | +21.5% | -20.6% | +42.2% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling