-4.6%
HD vs PSKY
-78.6%
+74.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.0% |
| 7D | +6.5% | -24.6% | +31.1% | +9.4% |
| 30D | -0.4% | -36.1% | +35.7% | +4.3% |
| 3M | -14.8% | -53.4% | +38.5% | -9.1% |
| 6M | -14.8% | -53.4% | +38.5% | -9.1% |
| YTD | -14.8% | -53.4% | +38.5% | -9.1% |
| 1Y | -17.8% | -58.4% | +40.5% | -11.1% |
| 3Y | +12.5% | -40.7% | +53.2% | +11.3% |
| All | -4.6% | -78.6% | +74.0% | +4.7% |
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