-10.7%
PSKY vs BIYA
-99.8%
+89.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | -6.0% | -1.3% | -4.7% | -6.0% |
| 30D | +10.7% | -15.9% | +26.6% | +10.6% |
| 3M | +1.2% | -81.2% | +82.4% | +1.2% |
| 6M | +1.5% | -88.2% | +89.7% | +1.5% |
| YTD | -21.8% | -94.1% | +72.4% | -21.3% |
| 1Y | -30.2% | -98.7% | +68.5% | -28.0% |
| All | -10.7% | -99.8% | +89.1% | -7.2% |
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