-74.5%
PSKY vs ACGL
+270.2%
-344.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.8% |
| 7D | -0.2% | -0.7% | +0.6% | +0.1% |
| 30D | +24.0% | -1.0% | +25.0% | +24.5% |
| 3M | +2.2% | +11.0% | -8.9% | -3.3% |
| 6M | -9.0% | -0.3% | -8.6% | -9.6% |
| YTD | -18.1% | +2.3% | -20.4% | -19.9% |
| 1Y | -25.1% | +6.4% | -31.5% | -28.3% |
| 3Y | -16.3% | +34.0% | -50.3% | -32.6% |
| 5Y | -70.4% | +161.6% | -232.0% | -84.5% |
| All | -74.5% | +270.2% | -344.6% | -88.5% |
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