-38.3%
PSKY vs BBWI
-31.4%
-6.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +1.9% |
| 7D | -2.4% | -4.8% | +2.4% | -2.3% |
| 30D | +11.6% | +3.5% | +8.1% | +11.4% |
| 3M | +1.5% | -0.3% | +1.8% | +1.5% |
| 6M | +7.7% | -5.4% | +13.1% | +6.9% |
| YTD | -20.1% | -4.7% | -15.4% | -20.5% |
| 1Y | -38.3% | -30.5% | -7.8% | -38.9% |
| All | -38.3% | -31.4% | -6.9% | -38.9% |
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