-25.1%
PSKY vs BTG
+38.4%
-63.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +24.0% | +36.8% | -12.9% | +17.6% |
| 3M | +2.2% | +23.1% | -20.9% | -1.7% |
| 6M | -9.0% | +3.5% | -12.4% | -10.1% |
| YTD | -18.1% | +25.5% | -43.6% | -22.3% |
| 1Y | -25.1% | +40.1% | -65.2% | -41.3% |
| All | -25.1% | +38.4% | -63.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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