-78.2%
PSKY vs BAH
-7.1%
-71.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.4% |
| 3M | -53.8% | -12.4% | -41.4% | -49.0% |
| 6M | -53.8% | -12.4% | -41.4% | -49.0% |
| YTD | -53.8% | -12.4% | -41.4% | -49.0% |
| 1Y | -58.4% | -21.4% | -37.0% | -53.1% |
| 3Y | -40.7% | -38.6% | -2.1% | -32.4% |
| All | -78.2% | -7.1% | -71.1% | -78.4% |
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