-70.9%
PSKY vs ALM
+7,705.7%
-7,776.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -0.2% | -2.6% | +2.4% | -0.2% |
| 30D | +24.0% | +32.0% | -8.0% | +23.8% |
| 3M | +2.2% | -15.0% | +17.2% | +2.2% |
| 6M | -9.0% | -10.1% | +1.2% | -9.0% |
| YTD | -18.1% | +99.4% | -117.6% | -18.5% |
| 1Y | -25.1% | +316.4% | -341.5% | -25.6% |
| 3Y | -16.3% | +2,022.0% | -2,038.3% | -17.6% |
| 5Y | -70.4% | +941.2% | -1,011.6% | -70.8% |
| 10Y | -74.2% | +2,950.3% | -3,024.5% | -74.6% |
| All | -70.9% | +7,705.7% | -7,776.6% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling