-78.3%
PSKY vs ALK
-37.3%
-41.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.1% | -4.1% |
| 7D | -24.6% | -10.7% | -13.8% | -22.9% |
| 30D | -36.1% | -13.7% | -22.4% | -34.3% |
| 3M | -39.9% | +2.5% | -42.4% | -44.8% |
| 6M | -39.9% | +2.5% | -42.4% | -44.8% |
| YTD | -39.9% | +2.5% | -42.4% | -44.8% |
| 1Y | -39.9% | +2.5% | -42.4% | -44.8% |
| 3Y | -40.7% | +2.4% | -43.1% | -45.4% |
| All | -78.3% | -37.3% | -41.0% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling