-78.3%
PSKY vs ALLY
-11.5%
-66.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -24.6% | +0.2% | -24.8% | -24.4% |
| 30D | -36.1% | -10.2% | -26.0% | -32.4% |
| 3M | -34.6% | -12.2% | -22.4% | -30.3% |
| 6M | -40.5% | -9.0% | -31.6% | -38.0% |
| YTD | -47.7% | -15.1% | -32.6% | -44.1% |
| 1Y | -58.4% | +0.8% | -59.2% | -59.6% |
| 3Y | -40.7% | +65.2% | -105.9% | -59.6% |
| All | -78.3% | -11.5% | -66.8% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling