-74.9%
PSKY vs ALLY
+178.4%
-253.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | +1.1% |
| 7D | +2.4% | +1.0% | +1.3% | +1.8% |
| 30D | +17.5% | -3.3% | +20.8% | +19.4% |
| 3M | +4.4% | +0.5% | +4.0% | +3.8% |
| 6M | -9.0% | +12.6% | -21.6% | -15.1% |
| YTD | -18.6% | -4.7% | -13.9% | -18.3% |
| 1Y | -27.7% | +5.2% | -33.0% | -31.5% |
| 3Y | -16.9% | +66.5% | -83.3% | -41.1% |
| 5Y | -70.3% | +0.2% | -70.5% | -73.7% |
| 10Y | -74.9% | +180.8% | -255.7% | -87.3% |
| All | -74.9% | +178.4% | -253.3% | -87.3% |
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