-70.3%
PSKY vs ALM
+1,033.0%
-1,103.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -1.1% |
| 7D | +2.4% | +8.4% | -6.1% | +1.8% |
| 30D | +17.5% | +34.8% | -17.3% | +15.1% |
| 3M | +4.4% | +16.2% | -11.8% | +2.8% |
| 6M | -9.0% | +2.1% | -11.2% | -10.4% |
| YTD | -18.6% | +117.0% | -135.6% | -23.9% |
| 1Y | -27.7% | +313.9% | -341.6% | -35.4% |
| 3Y | -16.9% | +2,327.9% | -2,344.8% | -38.4% |
| 5Y | -70.3% | +1,040.6% | -1,110.9% | -77.0% |
| All | -70.3% | +1,033.0% | -1,103.3% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling