-35.1%
PSKY vs BB
-64.2%
+29.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.2% | -5.6% | +5.5% | +1.1% |
| 30D | +24.0% | -11.8% | +35.8% | +27.1% |
| 3M | +2.2% | -25.5% | +27.7% | +7.0% |
| 6M | -9.0% | +121.3% | -130.2% | -26.7% |
| YTD | -18.1% | +103.2% | -121.3% | -32.9% |
| 1Y | -25.1% | +102.6% | -127.7% | -39.1% |
| 3Y | -16.3% | +37.5% | -53.8% | -30.8% |
| 5Y | -70.4% | -30.4% | -39.9% | -72.4% |
| 10Y | -74.2% | 0.0% | -74.2% | -81.6% |
| All | -35.1% | -64.2% | +29.1% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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