+282.7%
AG vs PSKY
-21.8%
+304.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.4% | +3.2% |
| 7D | -0.1% | -6.8% | +6.7% | +1.3% |
| 30D | +12.5% | +10.2% | +2.2% | +10.2% |
| 3M | +28.2% | +0.3% | +27.9% | +27.8% |
| 6M | -18.8% | -7.8% | -11.1% | -17.9% |
| YTD | +27.4% | -23.0% | +50.3% | +32.5% |
| 1Y | +132.2% | -31.6% | +163.8% | +144.9% |
| All | +282.7% | -21.8% | +304.5% | +310.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling