-16.3%
PSKY vs ALLE
+42.6%
-58.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +24.0% | -6.8% | +30.8% | +27.8% |
| 3M | +2.2% | +21.0% | -18.9% | -7.3% |
| 6M | -9.0% | +1.1% | -10.1% | -9.6% |
| YTD | -18.1% | -0.5% | -17.6% | -19.2% |
| 1Y | -25.1% | -7.3% | -17.8% | -22.8% |
| All | -16.3% | +42.6% | -58.9% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling