-35.5%
PSKY vs BNS
+507.2%
-542.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | +0.3% |
| 7D | +2.4% | +1.8% | +0.6% | +0.9% |
| 30D | +17.5% | +4.5% | +13.0% | +13.1% |
| 3M | +4.4% | +15.8% | -11.3% | -7.9% |
| 6M | -9.0% | +31.5% | -40.5% | -28.0% |
| YTD | -18.6% | +28.6% | -47.2% | -34.6% |
| 1Y | -27.7% | +48.2% | -75.9% | -48.4% |
| 3Y | -16.9% | +130.8% | -147.7% | -59.5% |
| 5Y | -70.3% | +94.9% | -165.2% | -83.4% |
| 10Y | -74.9% | +179.6% | -254.5% | -89.9% |
| All | -35.5% | +507.2% | -542.7% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling