+1,061.0%
ACN vs PSKY
-63.1%
+1,124.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.8% | +6.9% | +3.1% |
| 7D | +10.7% | -24.6% | +35.3% | +16.2% |
| 30D | +18.7% | -36.1% | +54.9% | +28.6% |
| 3M | +38.0% | -34.7% | +72.8% | +47.1% |
| 6M | +20.8% | -40.5% | +61.3% | +31.0% |
| YTD | -11.9% | -47.7% | +35.7% | -2.8% |
| 1Y | +1.0% | -58.4% | +59.3% | +16.0% |
| 3Y | -20.2% | -40.7% | +20.4% | -21.2% |
| 5Y | -26.6% | -80.0% | +53.4% | -11.8% |
| 10Y | +131.8% | -84.4% | +216.2% | +154.9% |
| All | +1,061.0% | -63.1% | +1,124.1% | +892.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling