-85.0%
PSKY vs ALLY
+191.7%
-276.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -24.6% | +0.2% | -24.8% | -24.5% |
| 30D | -36.1% | -10.2% | -26.0% | -34.3% |
| 3M | -38.5% | +56.7% | -95.2% | -53.2% |
| 6M | -38.5% | +56.7% | -95.2% | -53.2% |
| YTD | -38.5% | +56.7% | -95.2% | -53.2% |
| 1Y | -38.5% | +56.7% | -95.2% | -53.2% |
| 3Y | -40.7% | +65.2% | -105.9% | -55.9% |
| 5Y | -80.0% | -18.9% | -61.1% | -79.3% |
| All | -85.0% | +191.7% | -276.7% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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