-16.9%
PSKY vs BAH
-32.1%
+15.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | +2.4% | -4.3% | +6.7% | +3.1% |
| 30D | +17.5% | -4.5% | +22.0% | +18.3% |
| 3M | +4.4% | -7.6% | +12.1% | +5.4% |
| 6M | -9.0% | -10.6% | +1.6% | -7.7% |
| YTD | -18.6% | -12.6% | -6.0% | -17.8% |
| 1Y | -27.7% | -27.0% | -0.7% | -25.5% |
| 3Y | -16.9% | -31.5% | +14.6% | -9.7% |
| All | -16.9% | -32.1% | +15.2% | -9.7% |
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