-44.0%
ACI vs PSKY
-71.8%
+27.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -2.1% |
| 7D | -5.0% | -6.8% | +1.8% | -4.7% |
| 30D | -2.3% | +10.2% | -12.6% | -2.9% |
| 3M | -23.2% | +0.3% | -23.5% | -23.3% |
| 6M | -29.5% | -7.8% | -21.7% | -29.4% |
| YTD | -28.6% | -23.0% | -5.6% | -27.9% |
| 1Y | -34.0% | -31.6% | -2.4% | -33.2% |
| 3Y | -45.0% | -21.3% | -23.6% | -45.5% |
| 5Y | -44.0% | -71.5% | +27.5% | -36.4% |
| All | -44.0% | -71.8% | +27.8% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling