-38.3%
PSKY vs BNS
+49.3%
-87.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +1.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | +11.6% | +3.5% | +8.1% | +10.3% |
| 3M | +1.5% | +14.1% | -12.5% | -2.1% |
| 6M | +7.7% | +33.8% | -26.1% | -1.6% |
| YTD | -20.1% | +29.5% | -49.6% | -26.2% |
| 1Y | -38.3% | +48.4% | -86.7% | -41.6% |
| All | -38.3% | +49.3% | -87.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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