-70.4%
PSKY vs BTG
+78.0%
-148.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | -2.4% | -3.8% | +1.4% | -1.8% |
| 30D | +11.6% | +3.6% | +7.9% | +10.6% |
| 3M | +1.5% | +32.0% | -30.5% | -4.3% |
| 6M | +7.7% | +3.4% | +4.3% | +5.6% |
| YTD | -20.1% | +20.8% | -40.9% | -24.6% |
| 1Y | -38.3% | +22.4% | -60.7% | -42.3% |
| 3Y | -17.7% | +91.7% | -109.5% | -31.7% |
| All | -70.4% | +78.0% | -148.4% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling