-70.3%
PSKY vs ACM
+4.8%
-75.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.2% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +17.5% | -12.9% | +30.4% | +23.6% |
| 3M | +4.4% | -6.4% | +10.8% | +6.0% |
| 6M | -9.0% | -29.2% | +20.2% | +4.6% |
| YTD | -18.6% | -29.9% | +11.3% | -6.5% |
| 1Y | -27.7% | -47.3% | +19.5% | -5.2% |
| 3Y | -16.9% | -19.6% | +2.8% | -16.3% |
| 5Y | -70.3% | +5.5% | -75.8% | -74.8% |
| All | -70.3% | +4.8% | -75.0% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling