-27.7%
PSKY vs ABCL
+171.1%
-198.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | +17.5% | +65.1% | -47.6% | +9.5% |
| 3M | +4.4% | +111.1% | -106.6% | -7.1% |
| 6M | -9.0% | +231.6% | -240.6% | -24.4% |
| YTD | -18.6% | +234.5% | -253.1% | -33.0% |
| 1Y | -27.7% | +174.3% | -202.1% | -35.0% |
| All | -27.7% | +171.1% | -198.8% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling