-53.8%
PSKY vs ACM
-54.7%
+0.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.7% |
| 7D | -24.6% | -0.1% | -24.5% | -24.4% |
| 30D | -36.1% | -8.3% | -27.9% | -33.2% |
| 3M | -37.1% | -26.2% | -11.0% | -26.3% |
| 6M | -40.5% | -30.5% | -10.0% | -29.0% |
| YTD | -47.7% | -37.1% | -10.5% | -35.3% |
| All | -53.8% | -54.7% | +0.9% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling