-16.9%
PSKY vs ALM
+2,327.9%
-2,344.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -1.0% |
| 7D | +2.4% | +8.4% | -6.1% | +1.9% |
| 30D | +17.5% | +34.8% | -17.3% | +15.4% |
| 3M | +4.4% | +16.2% | -11.8% | +3.0% |
| 6M | -9.0% | +2.1% | -11.2% | -10.2% |
| YTD | -18.6% | +117.0% | -135.6% | -23.1% |
| 1Y | -27.7% | +313.9% | -341.6% | -34.1% |
| 3Y | -16.9% | +2,327.9% | -2,344.8% | -35.5% |
| All | -16.9% | +2,327.9% | -2,344.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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