-40.2%
PSKY vs BIYA
-99.9%
+59.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.1% | +0.3% | -4.3% |
| 7D | -24.6% | -29.0% | +4.4% | -22.1% |
| 30D | -36.1% | -39.5% | +3.4% | -34.5% |
| 3M | -54.8% | -98.4% | +43.6% | -36.0% |
| 6M | -54.8% | -98.4% | +43.6% | -36.0% |
| YTD | -54.8% | -98.4% | +43.6% | -36.0% |
| 1Y | -58.4% | -98.9% | +40.6% | -40.5% |
| All | -40.2% | -99.9% | +59.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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