+909.7%
AGI vs PSKY
-45.6%
+955.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.0% |
| 7D | +2.2% | -6.8% | +9.1% | +3.2% |
| 30D | +11.3% | +10.2% | +1.0% | +9.8% |
| 3M | +5.6% | +0.3% | +5.4% | +5.5% |
| 6M | -27.7% | -7.8% | -19.9% | -27.1% |
| YTD | -4.1% | -23.0% | +18.9% | -1.4% |
| 1Y | +13.8% | -31.6% | +45.4% | +18.1% |
| 3Y | +217.0% | -21.3% | +238.4% | +210.8% |
| 5Y | +404.3% | -71.5% | +475.8% | +448.0% |
| 10Y | +400.5% | -75.6% | +476.1% | +415.9% |
| All | +909.7% | -45.6% | +955.3% | +625.9% |
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