-12.9%
PSKY vs BAH
+886.2%
-899.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.2% |
| 7D | -0.2% | -3.2% | +3.1% | +0.7% |
| 30D | +24.0% | +2.0% | +22.0% | +23.1% |
| 3M | +2.2% | -7.6% | +9.8% | +4.0% |
| 6M | -9.0% | -5.7% | -3.3% | -8.1% |
| YTD | -18.1% | -11.7% | -6.4% | -16.6% |
| 1Y | -25.1% | -27.4% | +2.3% | -19.4% |
| 3Y | -16.3% | -32.5% | +16.2% | -12.1% |
| 5Y | -70.4% | -3.3% | -67.0% | -73.1% |
| 10Y | -74.2% | +186.0% | -260.2% | -83.5% |
| All | -12.9% | +886.2% | -899.2% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling