-75.1%
PSKY vs BWA
+156.8%
-231.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +1.4% |
| 7D | -2.4% | -1.3% | -1.1% | -1.7% |
| 30D | +11.6% | -2.9% | +14.5% | +13.0% |
| 3M | +1.5% | -10.7% | +12.3% | +6.5% |
| 6M | +7.7% | +26.5% | -18.8% | -7.1% |
| YTD | -20.1% | +49.1% | -69.2% | -38.9% |
| 1Y | -38.3% | +52.1% | -90.3% | -53.7% |
| 3Y | -17.7% | +72.6% | -90.3% | -44.3% |
| 5Y | -69.9% | +89.4% | -159.3% | -80.7% |
| All | -75.1% | +156.8% | -231.9% | -87.4% |
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