+1,003.0%
AON vs PSKY
-42.6%
+1,045.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | -11.9% | +17.5% | -29.4% | -14.2% |
| 3M | -2.9% | +4.4% | -7.3% | -3.8% |
| 6M | -6.8% | -9.0% | +2.2% | -6.0% |
| YTD | -10.1% | -18.6% | +8.5% | -8.2% |
| 1Y | -14.2% | -27.7% | +13.5% | -11.5% |
| 3Y | -3.3% | -16.9% | +13.6% | -8.0% |
| 5Y | +13.6% | -70.3% | +83.9% | +24.9% |
| 10Y | +209.2% | -74.9% | +284.1% | +207.3% |
| All | +1,003.0% | -42.6% | +1,045.5% | +860.6% |
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