-39.4%
PSKY vs ACGL
+23.6%
-63.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.0% | -6.8% | -4.1% |
| 7D | -24.6% | +6.0% | -30.5% | -22.8% |
| 30D | -36.1% | +3.4% | -39.5% | -35.4% |
| 3M | -54.8% | +10.3% | -65.1% | -50.8% |
| 6M | -54.8% | +10.3% | -65.1% | -50.8% |
| YTD | -54.8% | +10.3% | -65.1% | -50.8% |
| 1Y | -58.4% | +17.4% | -75.8% | -55.0% |
| All | -39.4% | +23.6% | -63.0% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling