-78.3%
PSKY vs ABCL
-24.2%
-54.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.9% | +2.1% | -3.7% |
| 7D | -24.6% | -5.9% | -18.6% | -23.7% |
| 30D | -36.1% | +5.6% | -41.8% | -37.3% |
| 3M | -34.7% | +138.4% | -173.1% | -45.3% |
| 6M | -40.5% | +208.1% | -248.6% | -52.6% |
| YTD | -47.7% | +245.0% | -292.7% | -59.7% |
| 1Y | -58.4% | +102.1% | -160.4% | -64.7% |
| 3Y | -40.7% | +175.7% | -216.4% | -55.2% |
| All | -78.3% | -24.2% | -54.1% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling