+80.2%
ALB vs PSKY
-75.1%
+155.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.4% |
| 7D | -7.6% | -6.0% | -1.6% | -6.3% |
| 30D | -5.6% | +10.7% | -16.3% | -7.9% |
| 3M | -16.8% | +1.2% | -18.0% | -17.3% |
| 6M | -26.3% | +1.5% | -27.8% | -27.3% |
| YTD | -13.2% | -21.8% | +8.5% | -10.1% |
| 1Y | +68.8% | -30.2% | +99.0% | +77.5% |
| 3Y | -30.7% | -20.1% | -10.6% | -33.8% |
| 5Y | -46.3% | -70.5% | +24.2% | -37.0% |
| All | +80.2% | -75.1% | +155.3% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling