-39.4%
PSKY vs BWA
+87.3%
-126.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -5.0% |
| 7D | -24.6% | -5.2% | -19.4% | -25.4% |
| 30D | -36.1% | -9.1% | -27.0% | -37.4% |
| 3M | -54.8% | +27.9% | -82.7% | -48.8% |
| 6M | -54.8% | +27.9% | -82.7% | -48.8% |
| YTD | -54.8% | +27.9% | -82.7% | -48.8% |
| 1Y | -58.4% | +37.4% | -95.8% | -54.9% |
| All | -39.4% | +87.3% | -126.7% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling