-77.7%
PSKY vs ABCL
-80.7%
+3.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.9% | +2.1% | -4.3% |
| 7D | -24.6% | -5.9% | -18.6% | -24.2% |
| 30D | -36.1% | +5.6% | -41.8% | -36.6% |
| 3M | -53.4% | +201.8% | -255.2% | -58.3% |
| 6M | -53.4% | +201.8% | -255.2% | -58.3% |
| YTD | -53.4% | +201.8% | -255.2% | -58.3% |
| 1Y | -58.4% | +102.1% | -160.4% | -60.6% |
| 3Y | -40.7% | +175.7% | -216.4% | -48.6% |
| 5Y | -80.0% | -24.0% | -56.0% | -81.1% |
| All | -77.7% | -80.7% | +3.0% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling