-74.9%
PSKY vs ALLE
+148.2%
-223.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +2.4% | +2.8% | -0.4% | +0.8% |
| 30D | +17.5% | -7.6% | +25.1% | +22.9% |
| 3M | +4.4% | +22.8% | -18.3% | -8.5% |
| 6M | -9.0% | +4.6% | -13.6% | -13.0% |
| YTD | -18.6% | -1.2% | -17.4% | -20.1% |
| 1Y | -27.7% | -9.1% | -18.6% | -25.3% |
| 3Y | -16.9% | +50.0% | -66.8% | -38.5% |
| 5Y | -70.3% | +15.2% | -85.5% | -74.6% |
| 10Y | -74.9% | +151.1% | -226.0% | -85.6% |
| All | -74.9% | +148.2% | -223.2% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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