-85.4%
PSKY vs BWA
+121.9%
-207.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.5% |
| 7D | -24.6% | -5.2% | -19.4% | -22.8% |
| 30D | -36.1% | -9.1% | -27.0% | -33.6% |
| 3M | -54.8% | +27.9% | -82.7% | -65.5% |
| 6M | -54.8% | +27.9% | -82.7% | -65.5% |
| YTD | -54.8% | +27.9% | -82.7% | -65.5% |
| 1Y | -58.4% | +37.4% | -95.8% | -69.6% |
| 3Y | -40.7% | +53.2% | -93.9% | -60.5% |
| 5Y | -80.0% | +50.5% | -130.6% | -86.6% |
| All | -85.4% | +121.9% | -207.3% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling