-85.0%
PSKY vs ACGL
+304.9%
-390.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.0% | -6.8% | -5.7% |
| 7D | -24.6% | +6.0% | -30.5% | -26.5% |
| 30D | -36.1% | +3.4% | -39.5% | -37.0% |
| 3M | -37.1% | +8.0% | -45.1% | -40.8% |
| 6M | -40.5% | +4.3% | -44.8% | -43.2% |
| YTD | -47.7% | +5.6% | -53.3% | -50.4% |
| 1Y | -58.4% | +17.4% | -75.8% | -62.6% |
| 3Y | -40.7% | +24.3% | -64.9% | -50.7% |
| 5Y | -80.0% | +150.8% | -230.8% | -89.5% |
| All | -85.0% | +304.9% | -390.0% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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