-58.0%
PSKY vs ALK
-17.1%
-40.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.1% | -5.7% |
| 7D | -24.6% | -10.7% | -13.8% | -27.2% |
| 30D | -36.1% | -13.7% | -22.4% | -39.1% |
| 3M | -37.1% | -14.0% | -23.1% | -39.2% |
| 6M | -40.5% | -14.6% | -25.9% | -42.5% |
| YTD | -47.7% | -30.2% | -17.5% | -51.5% |
| All | -58.0% | -17.1% | -40.8% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling