-58.5%
PSKY vs ACGL
+1,708.5%
-1,767.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.0% | -6.8% | -4.4% |
| 7D | -24.6% | +6.0% | -30.5% | -23.6% |
| 30D | -36.1% | +3.4% | -39.5% | -35.7% |
| 3M | -84.9% | +314.0% | -398.9% | -28.2% |
| 6M | -84.9% | +314.0% | -398.9% | -28.2% |
| YTD | -84.9% | +314.0% | -398.9% | -28.2% |
| 1Y | -84.9% | +314.0% | -398.9% | -28.2% |
| 3Y | -84.9% | +314.0% | -398.9% | -28.2% |
| 5Y | -84.9% | +314.0% | -398.9% | -28.2% |
| 10Y | -84.4% | +299.8% | -384.2% | -23.5% |
| All | -58.5% | +1,708.5% | -1,767.0% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling