-26.4%
ALB vs PSKY
-12.8%
-13.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -4.4% | +2.4% | -6.8% | -4.8% |
| 30D | -1.2% | +17.5% | -18.7% | -3.8% |
| 3M | -13.3% | +4.4% | -17.8% | -14.1% |
| 6M | -19.8% | -9.0% | -10.7% | -19.0% |
| YTD | -7.9% | -18.6% | +10.7% | -5.5% |
| 1Y | +60.2% | -27.7% | +87.9% | +66.4% |
| 3Y | -26.4% | -16.9% | -9.6% | -29.0% |
| All | -26.4% | -12.8% | -13.7% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling