-85.1%
PSKY vs ALLE
+260.8%
-345.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.6% |
| 7D | -24.6% | +4.0% | -28.6% | -23.4% |
| 30D | -36.1% | +1.1% | -37.2% | -36.0% |
| 3M | -84.9% | +177.1% | -262.0% | -19.2% |
| 6M | -84.9% | +177.1% | -262.0% | -19.2% |
| YTD | -84.9% | +177.1% | -262.0% | -19.2% |
| 1Y | -84.9% | +177.1% | -262.0% | -19.2% |
| 3Y | -84.9% | +177.1% | -262.0% | -19.2% |
| 5Y | -84.9% | +177.1% | -262.0% | -19.2% |
| 10Y | -84.4% | +160.5% | -244.9% | -13.9% |
| All | -85.1% | +260.8% | -345.9% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling