+1,820.2%
ALNY vs PSKY
-44.8%
+1,865.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.6% | -4.4% |
| 7D | -6.4% | -6.0% | -0.4% | -5.2% |
| 30D | +11.9% | +10.7% | +1.2% | +9.4% |
| 3M | -15.0% | +1.2% | -16.2% | -15.3% |
| 6M | -23.2% | +1.5% | -24.7% | -24.2% |
| YTD | -37.8% | -21.8% | -16.0% | -35.3% |
| 1Y | -47.3% | -30.2% | -17.1% | -44.7% |
| 3Y | +22.9% | -20.1% | +43.0% | +14.7% |
| 5Y | +30.6% | -70.5% | +101.1% | +48.7% |
| 10Y | +254.6% | -75.2% | +329.9% | +260.6% |
| All | +1,820.2% | -44.8% | +1,865.0% | +1,210.1% |
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