-58.5%
PSKY vs ALK
+319.7%
-378.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.1% | -3.5% |
| 7D | -24.6% | -10.7% | -13.8% | -21.1% |
| 30D | -36.1% | -13.7% | -22.4% | -32.3% |
| 3M | -53.4% | -16.1% | -37.3% | -52.7% |
| 6M | -53.4% | -16.1% | -37.3% | -52.7% |
| YTD | -53.4% | -16.1% | -37.3% | -52.7% |
| 1Y | -58.4% | -26.5% | -31.9% | -55.7% |
| 3Y | -40.7% | +2.4% | -43.1% | -48.2% |
| 5Y | -80.0% | -39.2% | -40.8% | -78.8% |
| 10Y | -84.4% | -48.1% | -36.3% | -84.4% |
| All | -58.5% | +319.7% | -378.2% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling