-70.3%
PSKY vs ALC
-15.6%
-54.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | +2.4% | -3.7% | +6.0% | +3.7% |
| 30D | +17.5% | -3.7% | +21.3% | +19.1% |
| 3M | +4.4% | +4.6% | -0.1% | +2.5% |
| 6M | -9.0% | -14.6% | +5.6% | -4.3% |
| YTD | -18.6% | -11.9% | -6.7% | -15.5% |
| 1Y | -27.7% | -13.1% | -14.6% | -24.8% |
| 3Y | -16.9% | -15.0% | -1.9% | -16.3% |
| 5Y | -70.3% | -16.2% | -54.1% | -73.2% |
| All | -70.3% | -15.6% | -54.6% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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