+35.2%
PSKY vs BUD
+209.5%
-174.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -5.6% |
| 7D | -24.6% | +6.8% | -31.4% | -27.2% |
| 30D | -36.1% | +3.5% | -39.6% | -37.2% |
| 3M | -37.1% | +3.4% | -40.5% | -39.1% |
| 6M | -40.5% | +11.1% | -51.7% | -44.9% |
| YTD | -47.7% | +30.9% | -78.6% | -55.7% |
| 1Y | -58.4% | +36.2% | -94.6% | -65.6% |
| 3Y | -40.7% | +59.3% | -99.9% | -56.4% |
| 5Y | -80.0% | +60.1% | -140.1% | -85.8% |
| 10Y | -84.4% | -21.6% | -62.8% | -84.8% |
| All | +35.2% | +209.5% | -174.3% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling