-48.8%
PSKY vs BR
+1,281.7%
-1,330.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | -6.8% | -5.0% | -1.8% | -3.8% |
| 30D | +10.2% | -2.5% | +12.7% | +11.7% |
| 3M | +0.3% | +13.5% | -13.2% | -8.4% |
| 6M | -7.8% | -9.4% | +1.7% | -3.3% |
| YTD | -23.0% | -23.3% | +0.3% | -10.6% |
| 1Y | -31.6% | -31.6% | 0.0% | -14.8% |
| 3Y | -21.3% | -5.1% | -16.3% | -23.7% |
| 5Y | -71.5% | +8.2% | -79.6% | -75.0% |
| 10Y | -75.6% | +189.8% | -265.5% | -90.0% |
| All | -48.8% | +1,281.7% | -1,330.5% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling