-27.7%
PSKY vs ACGL
+2.4%
-30.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.3% |
| 7D | +2.4% | -2.9% | +5.3% | +2.7% |
| 30D | +17.5% | -2.8% | +20.3% | +17.8% |
| 3M | +4.4% | +6.8% | -2.4% | +3.1% |
| 6M | -9.0% | -1.5% | -7.5% | -8.5% |
| YTD | -18.6% | -0.2% | -18.4% | -18.6% |
| 1Y | -27.7% | +5.3% | -33.0% | -28.9% |
| All | -27.7% | +2.4% | -30.1% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling