-75.1%
PSKY vs BBWI
-55.0%
-20.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +0.4% |
| 7D | -2.4% | -4.8% | +2.4% | -1.1% |
| 30D | +11.6% | +3.5% | +8.1% | +10.1% |
| 3M | +1.5% | -0.3% | +1.8% | +0.4% |
| 6M | +7.7% | -5.4% | +13.1% | +6.8% |
| YTD | -20.1% | -4.7% | -15.4% | -21.9% |
| 1Y | -38.3% | -30.5% | -7.8% | -35.3% |
| 3Y | -17.7% | -44.3% | +26.6% | -13.6% |
| 5Y | -69.9% | -66.9% | -3.0% | -64.6% |
| All | -75.1% | -55.0% | -20.2% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling