-78.1%
PSKY vs ACM
-13.1%
-65.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.6% |
| 7D | -24.6% | -0.1% | -24.5% | -24.3% |
| 30D | -36.1% | -8.3% | -27.9% | -31.5% |
| 3M | -53.4% | -54.2% | +0.8% | -12.2% |
| 6M | -53.4% | -54.2% | +0.8% | -12.2% |
| YTD | -53.4% | -54.2% | +0.8% | -12.2% |
| 1Y | -58.4% | -54.3% | -4.1% | -21.5% |
| 3Y | -40.7% | -25.8% | -14.9% | -17.7% |
| All | -78.1% | -13.1% | -65.0% | -73.4% |
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 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