-25.1%
PSKY vs BBWI
-34.3%
+9.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -1.7% |
| 7D | -0.2% | +1.5% | -1.7% | -0.2% |
| 30D | +24.0% | -5.2% | +29.2% | +23.9% |
| 3M | +2.2% | +11.1% | -8.9% | +2.1% |
| 6M | -9.0% | -13.4% | +4.4% | -10.7% |
| YTD | -18.1% | +0.1% | -18.2% | -18.4% |
| 1Y | -25.1% | -36.1% | +11.0% | -29.7% |
| All | -25.1% | -34.3% | +9.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling