-74.9%
PSKY vs ALK
-38.6%
-36.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.6% |
| 7D | +2.4% | +0.1% | +2.2% | +2.3% |
| 30D | +17.5% | -18.5% | +36.0% | +26.3% |
| 3M | +4.4% | -3.6% | +8.0% | +3.7% |
| 6M | -9.0% | -3.7% | -5.3% | -11.3% |
| YTD | -18.6% | -19.0% | +0.4% | -16.5% |
| 1Y | -27.7% | -36.0% | +8.3% | -19.1% |
| 3Y | -16.9% | +2.3% | -19.2% | -31.4% |
| 5Y | -70.3% | -27.8% | -42.5% | -71.5% |
| 10Y | -74.9% | -39.0% | -36.0% | -80.3% |
| All | -74.9% | -38.6% | -36.4% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling