+53.1%
AIG vs PSKY
-70.1%
+123.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.9% |
| 30D | -1.1% | +11.6% | -12.6% | -2.3% |
| 3M | +0.7% | +1.5% | -0.9% | +0.3% |
| 6M | -2.2% | +7.7% | -9.9% | -3.4% |
| YTD | -10.8% | -20.1% | +9.3% | -9.3% |
| 1Y | -2.0% | -38.3% | +36.3% | +2.2% |
| 3Y | +34.8% | -17.7% | +52.6% | +29.6% |
| All | +53.1% | -70.1% | +123.2% | +83.2% |
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 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