-85.0%
PSKY vs ALLE
+174.1%
-259.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.2% |
| 7D | -24.6% | +4.0% | -28.6% | -26.4% |
| 30D | -36.1% | +1.1% | -37.2% | -36.5% |
| 3M | -53.4% | -5.4% | -48.0% | -50.8% |
| 6M | -53.4% | -5.4% | -48.0% | -50.8% |
| YTD | -53.4% | -5.4% | -48.0% | -50.8% |
| 1Y | -58.4% | -10.8% | -47.6% | -54.5% |
| 3Y | -40.7% | +54.4% | -95.1% | -55.1% |
| 5Y | -80.0% | +25.0% | -105.0% | -83.0% |
| All | -85.0% | +174.1% | -259.2% | -91.2% |
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