+134.5%
AFL vs PSKY
-71.2%
+205.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -3.3% | -6.0% | +2.7% | -2.9% |
| 30D | -5.0% | +10.7% | -15.6% | -5.7% |
| 3M | -1.8% | +1.2% | -2.9% | -2.0% |
| 6M | +4.8% | +1.5% | +3.4% | +4.4% |
| YTD | +5.4% | -21.8% | +27.2% | +6.8% |
| 1Y | +9.0% | -30.2% | +39.1% | +10.9% |
| 3Y | +63.0% | -20.1% | +83.1% | +59.2% |
| 5Y | +134.5% | -70.5% | +205.0% | +174.0% |
| All | +134.5% | -71.2% | +205.7% | +174.0% |
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