-35.1%
PSKY vs BWA
+544.9%
-580.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -3.1% |
| 7D | -0.2% | +5.7% | -5.8% | -3.2% |
| 30D | +24.0% | +1.4% | +22.6% | +22.5% |
| 3M | +2.2% | -12.1% | +14.3% | +8.3% |
| 6M | -9.0% | +28.6% | -37.5% | -23.2% |
| YTD | -18.1% | +51.1% | -69.2% | -38.8% |
| 1Y | -25.1% | +55.9% | -81.0% | -45.3% |
| 3Y | -16.3% | +70.1% | -86.5% | -43.9% |
| 5Y | -70.4% | +90.7% | -161.1% | -81.4% |
| 10Y | -74.2% | +154.0% | -228.1% | -87.7% |
| All | -35.1% | +544.9% | -580.0% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling