+950.6%
BX vs PSKY
-49.5%
+1,000.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -2.0% | +2.4% | -4.3% | -2.9% |
| 30D | -2.3% | +17.5% | -19.8% | -8.3% |
| 3M | +18.5% | +4.4% | +14.1% | +15.8% |
| 6M | +23.7% | -9.0% | +32.7% | +26.1% |
| YTD | -10.4% | -18.6% | +8.2% | -6.3% |
| 1Y | -19.6% | -27.7% | +8.2% | -14.1% |
| 3Y | +30.8% | -16.9% | +47.7% | +14.8% |
| 5Y | +24.3% | -70.3% | +94.6% | +57.1% |
| 10Y | +679.5% | -74.9% | +754.4% | +719.7% |
| All | +950.6% | -49.5% | +1,000.1% | +515.1% |
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