-39.4%
PSKY vs BAH
-37.4%
-2.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | -24.6% | +0.4% | -25.0% | -24.7% |
| 30D | -36.1% | -6.1% | -30.0% | -34.1% |
| 3M | -53.8% | -12.4% | -41.4% | -48.2% |
| 6M | -53.8% | -12.4% | -41.4% | -48.2% |
| YTD | -53.8% | -12.4% | -41.4% | -48.2% |
| 1Y | -58.4% | -21.4% | -37.0% | -52.6% |
| All | -39.4% | -37.4% | -2.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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