-69.8%
PSKY vs BBWI
-66.7%
-3.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.6% | +0.2% |
| 7D | +2.4% | +1.6% | +0.8% | +2.0% |
| 30D | +17.5% | -6.2% | +23.7% | +18.8% |
| 3M | +4.4% | +4.3% | +0.1% | +2.4% |
| 6M | -9.0% | -7.2% | -1.9% | -9.2% |
| YTD | -18.6% | -3.0% | -15.6% | -20.5% |
| 1Y | -27.7% | -30.8% | +3.0% | -23.8% |
| 3Y | -16.9% | -43.4% | +26.5% | -14.0% |
| All | -69.8% | -66.7% | -3.1% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling