+53.9%
HDB vs PSKY
-85.2%
+139.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +2.2% |
| 7D | +7.0% | -24.6% | +31.6% | +11.6% |
| 30D | +4.2% | -36.1% | +40.3% | +11.8% |
| 3M | -34.6% | -54.8% | +20.1% | -25.2% |
| 6M | -34.6% | -54.8% | +20.1% | -25.2% |
| YTD | -34.6% | -54.8% | +20.1% | -25.2% |
| 1Y | -32.7% | -58.4% | +25.6% | -22.3% |
| 3Y | -17.2% | -40.7% | +23.4% | -12.7% |
| 5Y | -32.7% | -80.0% | +47.3% | -19.1% |
| All | +53.9% | -85.2% | +139.0% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling