-71.5%
PSKY vs BAH
-3.7%
-67.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -6.8% | -1.3% | -5.5% | -6.6% |
| 30D | +10.2% | -6.6% | +16.9% | +11.6% |
| 3M | +0.3% | -7.2% | +7.4% | +1.4% |
| 6M | -7.8% | -10.0% | +2.2% | -6.3% |
| YTD | -23.0% | -12.5% | -10.5% | -22.0% |
| 1Y | -31.6% | -27.9% | -3.7% | -28.5% |
| 3Y | -21.3% | -31.4% | +10.1% | -20.6% |
| 5Y | -71.5% | -3.2% | -68.2% | -73.9% |
| All | -71.5% | -3.7% | -67.8% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling