-26.0%
PSKY vs ALM
-28.2%
+2.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | N/A |
| 7D | -24.6% | -17.2% | -7.4% | N/A |
| 30D | -36.1% | -33.1% | -3.0% | N/A |
| All | -26.0% | -28.2% | +2.3% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling