+66.5%
AG vs PSKY
-75.1%
+141.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.4% | -5.1% |
| 7D | -5.8% | -6.0% | +0.2% | -4.8% |
| 30D | +6.4% | +10.7% | -4.3% | +4.4% |
| 3M | +28.4% | +1.2% | +27.2% | +27.9% |
| 6M | -24.5% | +1.5% | -25.9% | -24.8% |
| YTD | +21.2% | -21.8% | +42.9% | +25.4% |
| 1Y | +114.1% | -30.2% | +144.3% | +124.4% |
| 3Y | +268.0% | -20.1% | +288.1% | +261.6% |
| 5Y | +67.3% | -70.5% | +137.8% | +85.0% |
| All | +66.5% | -75.1% | +141.6% | +63.5% |
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