-75.6%
PSKY vs ACM
+124.8%
-200.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.0% |
| 7D | -6.8% | -3.7% | -3.2% | -5.2% |
| 30D | +10.2% | -12.7% | +22.9% | +16.2% |
| 3M | +0.3% | -9.8% | +10.1% | +3.6% |
| 6M | -7.8% | -31.4% | +23.6% | +7.5% |
| YTD | -23.0% | -32.1% | +9.1% | -10.2% |
| 1Y | -31.6% | -47.8% | +16.2% | -10.4% |
| 3Y | -21.3% | -22.1% | +0.8% | -16.9% |
| 5Y | -71.5% | +1.8% | -73.3% | -73.7% |
| 10Y | -75.6% | +132.5% | -208.2% | -84.3% |
| All | -75.6% | +124.8% | -200.4% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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