+586.8%
ALB vs PSKY
-63.1%
+649.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.1% | -1.2% |
| 7D | -5.7% | -24.6% | +18.8% | +1.7% |
| 30D | -17.0% | -36.1% | +19.1% | -5.5% |
| 3M | -6.8% | -53.8% | +47.1% | +8.0% |
| 6M | -6.8% | -53.8% | +47.1% | +8.0% |
| YTD | -6.8% | -53.8% | +47.1% | +8.0% |
| 1Y | +1.3% | -58.4% | +59.7% | +22.1% |
| 3Y | -40.3% | -40.7% | +0.4% | -43.1% |
| 5Y | -55.6% | -80.0% | +24.4% | -41.8% |
| 10Y | +34.9% | -84.4% | +119.3% | +59.2% |
| All | +586.8% | -63.1% | +649.9% | +342.2% |
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 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