-76.4%
PSKY vs ALLY
+124.8%
-201.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -0.2% | +3.7% | -3.9% | -1.9% |
| 30D | +24.0% | -2.3% | +26.2% | +25.3% |
| 3M | +2.2% | +3.8% | -1.7% | 0.0% |
| 6M | -9.0% | +9.7% | -18.7% | -13.9% |
| YTD | -18.1% | -1.4% | -16.7% | -19.1% |
| 1Y | -25.1% | +8.2% | -33.3% | -29.8% |
| 3Y | -16.3% | +66.5% | -82.8% | -39.7% |
| 5Y | -70.4% | +1.2% | -71.6% | -73.7% |
| 10Y | -74.2% | +191.4% | -265.6% | -87.6% |
| All | -76.4% | +124.8% | -201.3% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling