-81.4%
PSKY vs ALM
+4,267.1%
-4,348.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -4.9% |
| 7D | -24.6% | -17.2% | -7.4% | -24.8% |
| 30D | -36.1% | -33.1% | -3.0% | -36.5% |
| 3M | -39.9% | +1,037.7% | -1,077.6% | -24.6% |
| 6M | -39.9% | +1,037.7% | -1,077.6% | -24.6% |
| YTD | -39.9% | +1,037.7% | -1,077.6% | -24.6% |
| 1Y | -39.9% | +1,037.7% | -1,077.6% | -24.6% |
| 3Y | -40.7% | +940.2% | -980.9% | -25.5% |
| 5Y | -80.0% | +498.5% | -578.5% | -74.9% |
| 10Y | -84.4% | +2,095.4% | -2,179.8% | -80.5% |
| All | -81.4% | +4,267.1% | -4,348.5% | -76.8% |
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