-39.4%
PSKY vs ABCL
+193.5%
-232.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.9% | +2.1% | -4.8% |
| 7D | -24.6% | -5.9% | -18.6% | -24.5% |
| 30D | -36.1% | +5.6% | -41.8% | -36.1% |
| 3M | -54.8% | +197.2% | -252.0% | -53.7% |
| 6M | -54.8% | +197.2% | -252.0% | -53.7% |
| YTD | -54.8% | +197.2% | -252.0% | -53.7% |
| 1Y | -58.4% | +102.1% | -160.4% | -54.8% |
| All | -39.4% | +193.5% | -232.9% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling