+1,177.2%
HD vs PSKY
-42.6%
+1,219.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -1.2% | +2.4% | -3.5% | -1.7% |
| 30D | -11.1% | +17.5% | -28.7% | -14.5% |
| 3M | +2.0% | +4.4% | -2.4% | +0.7% |
| 6M | -10.5% | -9.0% | -1.4% | -9.5% |
| YTD | -6.9% | -18.6% | +11.7% | -4.2% |
| 1Y | -23.2% | -27.7% | +4.5% | -20.0% |
| 3Y | +3.1% | -16.9% | +19.9% | -4.7% |
| 5Y | +7.4% | -70.3% | +77.7% | +22.8% |
| 10Y | +205.0% | -74.9% | +279.9% | +207.5% |
| All | +1,177.2% | -42.6% | +1,219.7% | +797.3% |
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