-31.6%
PSKY vs ACM
-48.7%
+17.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.7% |
| 7D | -6.8% | -3.7% | -3.2% | -6.1% |
| 30D | +10.2% | -12.7% | +22.9% | +12.9% |
| 3M | +0.3% | -9.8% | +10.1% | +1.9% |
| 6M | -7.8% | -31.4% | +23.6% | +1.8% |
| YTD | -23.0% | -32.1% | +9.1% | -14.8% |
| 1Y | -31.6% | -47.8% | +16.2% | -18.0% |
| All | -31.6% | -48.7% | +17.1% | -18.0% |
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