+1,478.3%
APO vs PSKY
-63.9%
+1,542.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +0.3% |
| 7D | -6.6% | -24.6% | +17.9% | -0.6% |
| 30D | -13.7% | -36.1% | +22.5% | -4.1% |
| 3M | -15.3% | -34.7% | +19.4% | -7.8% |
| 6M | -7.5% | -40.5% | +33.0% | +3.1% |
| YTD | -22.5% | -47.7% | +25.2% | -12.5% |
| 1Y | -6.8% | -58.4% | +51.5% | +11.0% |
| 3Y | +33.0% | -40.7% | +73.7% | +28.3% |
| 5Y | +81.0% | -80.0% | +161.0% | +135.6% |
| 10Y | +810.3% | -84.4% | +894.7% | +918.9% |
| All | +1,478.3% | -63.9% | +1,542.2% | +1,081.2% |
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