+23.4%
HAS vs PSKY
-78.6%
+102.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +1.0% |
| 7D | +5.8% | -24.6% | +30.4% | +9.2% |
| 30D | +8.8% | -36.1% | +45.0% | +14.5% |
| 3M | +5.9% | -34.6% | +40.4% | +10.1% |
| 6M | +7.5% | -40.5% | +48.0% | +13.2% |
| YTD | +23.2% | -47.7% | +70.9% | +31.4% |
| 1Y | +37.0% | -58.4% | +95.4% | +50.9% |
| 3Y | +96.8% | -40.7% | +137.5% | +92.0% |
| All | +23.4% | -78.6% | +102.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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