-71.5%
PSKY vs BWA
+89.5%
-160.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.7% |
| 7D | -6.8% | +0.1% | -7.0% | -6.9% |
| 30D | +10.2% | -5.6% | +15.8% | +13.0% |
| 3M | +0.3% | -10.7% | +11.0% | +5.0% |
| 6M | -7.8% | +23.2% | -30.9% | -19.3% |
| YTD | -23.0% | +46.0% | -69.0% | -41.1% |
| 1Y | -31.6% | +51.2% | -82.8% | -49.3% |
| 3Y | -21.3% | +69.6% | -90.9% | -47.4% |
| 5Y | -71.5% | +86.6% | -158.0% | -82.7% |
| All | -71.5% | +89.5% | -160.9% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling