-12.3%
PSKY vs ABCL
+109.3%
-121.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | +24.0% | +93.1% | -69.1% | +9.9% |
| 3M | +2.2% | +79.4% | -77.3% | -9.3% |
| 6M | -9.0% | +214.9% | -223.9% | -27.6% |
| YTD | -18.1% | +234.2% | -252.4% | -36.3% |
| 1Y | -25.1% | +174.8% | -199.9% | -40.5% |
| All | -12.3% | +109.3% | -121.6% | -31.8% |
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