+17.4%
AG vs PSKY
-78.1%
+95.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.1% |
| 7D | -7.5% | -24.6% | +17.0% | -4.7% |
| 30D | -15.0% | -36.1% | +21.1% | -10.9% |
| 3M | +27.4% | -54.8% | +82.2% | +34.1% |
| 6M | +27.4% | -54.8% | +82.2% | +34.1% |
| YTD | +27.4% | -54.8% | +82.2% | +34.1% |
| 1Y | +4.4% | -58.4% | +62.8% | +11.6% |
| 3Y | +198.4% | -40.7% | +239.0% | +185.1% |
| All | +17.4% | -78.1% | +95.5% | +29.8% |
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