+1,160.6%
HD vs PSKY
-63.1%
+1,223.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.6% |
| 7D | +6.5% | -24.6% | +31.1% | +12.6% |
| 30D | -0.4% | -36.1% | +35.7% | +9.5% |
| 3M | -14.8% | -53.4% | +38.5% | -3.5% |
| 6M | -14.8% | -53.4% | +38.5% | -3.5% |
| YTD | -14.8% | -53.4% | +38.5% | -3.5% |
| 1Y | -17.8% | -58.4% | +40.5% | -4.4% |
| 3Y | +12.5% | -40.7% | +53.2% | +9.5% |
| 5Y | +0.3% | -80.0% | +80.3% | +22.5% |
| 10Y | +212.6% | -84.4% | +297.0% | +244.9% |
| All | +1,160.6% | -63.1% | +1,223.7% | +857.7% |
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 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