-42.7%
PSKY vs ALK
+4.6%
-47.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.1% | -4.5% |
| 7D | -24.6% | -10.7% | -13.8% | -23.9% |
| 30D | -36.1% | -13.7% | -22.4% | -35.4% |
| 3M | -53.4% | -16.1% | -37.3% | -53.8% |
| 6M | -53.4% | -16.1% | -37.3% | -53.8% |
| YTD | -53.4% | -16.1% | -37.3% | -53.8% |
| 1Y | -58.4% | -26.5% | -31.9% | -57.7% |
| All | -42.7% | +4.6% | -47.3% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling