+445.6%
AG vs PSKY
-43.4%
+489.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.5% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +19.2% | +24.0% | -4.8% | +12.8% |
| 3M | +6.2% | +2.2% | +4.0% | +5.6% |
| 6M | -26.7% | -9.0% | -17.7% | -25.3% |
| YTD | +26.1% | -18.1% | +44.3% | +31.1% |
| 1Y | +131.7% | -25.1% | +156.8% | +143.5% |
| 3Y | +255.3% | -16.3% | +271.7% | +238.3% |
| 5Y | +61.9% | -70.4% | +132.3% | +90.5% |
| 10Y | +72.0% | -74.2% | +146.2% | +78.2% |
| All | +445.6% | -43.4% | +489.0% | +247.6% |
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