-70.1%
PSKY vs BUD
+46.3%
-116.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | +24.0% | -5.7% | +29.6% | +26.4% |
| 3M | +2.2% | +3.1% | -0.9% | +0.6% |
| 6M | -9.0% | +7.9% | -16.9% | -12.2% |
| YTD | -18.1% | +27.3% | -45.5% | -26.1% |
| 1Y | -25.1% | +37.8% | -62.9% | -34.7% |
| 3Y | -16.3% | +49.8% | -66.2% | -31.9% |
| All | -70.1% | +46.3% | -116.4% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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