-46.8%
PSKY vs ACM
+230.8%
-277.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -0.2% | -3.7% | +3.6% | +1.7% |
| 30D | +24.0% | -11.1% | +35.1% | +30.0% |
| 3M | +2.2% | -8.0% | +10.2% | +4.8% |
| 6M | -9.0% | -29.7% | +20.7% | +5.7% |
| YTD | -18.1% | -29.4% | +11.2% | -5.6% |
| 1Y | -25.1% | -46.4% | +21.3% | -1.6% |
| 3Y | -16.3% | -22.3% | +6.0% | -10.6% |
| 5Y | -70.4% | +4.5% | -74.8% | -73.0% |
| 10Y | -74.2% | +127.6% | -201.8% | -85.5% |
| All | -46.8% | +230.8% | -277.6% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling