-85.4%
PSKY vs ACGL
+292.1%
-377.5%
-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% | -4.2% |
| 7D | -24.6% | +6.0% | -30.5% | -23.2% |
| 30D | -36.1% | +3.4% | -39.5% | -35.5% |
| 3M | -78.2% | +156.8% | -235.0% | -36.0% |
| 6M | -78.2% | +156.8% | -235.0% | -36.0% |
| YTD | -78.2% | +156.8% | -235.0% | -36.0% |
| 1Y | -78.2% | +156.8% | -235.0% | -36.0% |
| 3Y | -78.2% | +156.8% | -235.0% | -36.0% |
| 5Y | -80.0% | +150.8% | -230.8% | -40.5% |
| All | -85.4% | +292.1% | -377.5% | -65.5% |
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