+1,731.8%
HCA vs PSKY
-42.9%
+1,774.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.3% | +6.1% |
| 7D | +4.9% | -6.8% | +11.8% | +6.4% |
| 30D | +1.9% | +10.2% | -8.4% | -0.4% |
| 3M | +12.7% | +0.3% | +12.5% | +12.3% |
| 6M | -22.3% | -7.8% | -14.6% | -21.8% |
| YTD | -9.3% | -23.0% | +13.6% | -6.1% |
| 1Y | +2.7% | -31.6% | +34.4% | +7.8% |
| 3Y | +57.8% | -21.3% | +79.2% | +47.9% |
| 5Y | +70.3% | -71.5% | +141.8% | +98.2% |
| 10Y | +499.7% | -75.6% | +575.3% | +462.0% |
| All | +1,731.8% | -42.9% | +1,774.6% | +1,093.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling