-7.8%
PSKY vs BTG
+8.1%
-15.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.0% | -5.6% |
| 7D | -6.8% | +2.4% | -9.2% | -7.2% |
| 30D | +10.2% | +9.5% | +0.8% | +8.8% |
| 3M | +0.3% | +38.5% | -38.2% | -4.5% |
| 6M | -7.8% | +5.6% | -13.4% | -8.7% |
| All | -7.8% | +8.1% | -15.9% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling