-38.3%
PSKY vs BR
-31.7%
-6.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -2.4% | -3.0% | +0.6% | -1.5% |
| 30D | +11.6% | -0.3% | +11.9% | +11.5% |
| 3M | +1.5% | +17.3% | -15.8% | -4.0% |
| 6M | +7.7% | -6.7% | +14.4% | +9.6% |
| YTD | -20.1% | -23.4% | +3.3% | -18.4% |
| 1Y | -38.3% | -32.7% | -5.6% | -35.7% |
| All | -38.3% | -31.7% | -6.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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