-44.0%
ACHR vs PSKY
-66.1%
+22.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.8% |
| 7D | -2.3% | -2.4% | +0.1% | -1.5% |
| 30D | -11.3% | +11.6% | -22.9% | -14.1% |
| 3M | +5.3% | +1.5% | +3.7% | +4.6% |
| 6M | -13.2% | +7.7% | -20.9% | -15.4% |
| YTD | -25.8% | -20.1% | -5.7% | -22.1% |
| 1Y | -34.3% | -38.3% | +4.0% | -25.6% |
| 3Y | -19.9% | -17.7% | -2.2% | -22.3% |
| 5Y | -42.7% | -69.9% | +27.2% | -34.5% |
| All | -44.0% | -66.1% | +22.0% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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