-35.5%
PSKY vs BG
+263.0%
-298.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -4.9% | -2.4% |
| 7D | +2.4% | +2.4% | 0.0% | +1.3% |
| 30D | +17.5% | +15.0% | +2.5% | +10.5% |
| 3M | +4.4% | -0.7% | +5.1% | +3.9% |
| 6M | -9.0% | +7.5% | -16.5% | -13.3% |
| YTD | -18.6% | +41.6% | -60.2% | -31.3% |
| 1Y | -27.7% | +50.7% | -78.4% | -41.1% |
| 3Y | -16.9% | +20.3% | -37.1% | -27.0% |
| 5Y | -70.3% | +85.2% | -155.5% | -79.1% |
| 10Y | -74.9% | +160.6% | -235.6% | -86.2% |
| All | -35.5% | +263.0% | -298.4% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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