+805.3%
ALB vs PSKY
-42.2%
+847.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.9% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | +6.3% | +24.0% | -17.7% | -1.3% |
| 3M | -23.6% | +2.2% | -25.7% | -24.5% |
| 6M | -24.6% | -9.0% | -15.6% | -23.7% |
| YTD | -10.3% | -18.1% | +7.9% | -7.3% |
| 1Y | +61.5% | -25.1% | +86.6% | +68.4% |
| 3Y | -34.0% | -16.3% | -17.6% | -40.1% |
| 5Y | -44.6% | -70.4% | +25.8% | -31.9% |
| 10Y | +76.1% | -74.2% | +150.3% | +85.4% |
| All | +805.3% | -42.2% | +847.5% | +435.0% |
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 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