-42.7%
PSKY vs ALLY
+51.0%
-93.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -34.4% |
| 3M | -53.4% | -3.7% | -49.7% | -53.9% |
| 6M | -53.4% | -3.7% | -49.7% | -53.9% |
| YTD | -53.4% | -3.7% | -49.7% | -53.9% |
| 1Y | -58.4% | +0.8% | -59.2% | -59.6% |
| All | -42.7% | +51.0% | -93.7% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling