+1,025.0%
HDB vs PSKY
-63.1%
+1,088.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +2.8% |
| 7D | +7.0% | -24.6% | +31.6% | +15.4% |
| 30D | +4.2% | -36.1% | +40.3% | +18.2% |
| 3M | -33.9% | -53.8% | +19.9% | -17.4% |
| 6M | -33.9% | -53.8% | +19.9% | -17.4% |
| YTD | -33.9% | -53.8% | +19.9% | -17.4% |
| 1Y | -32.7% | -58.4% | +25.6% | -13.4% |
| 3Y | -17.2% | -40.7% | +23.4% | -15.4% |
| 5Y | -32.7% | -80.0% | +47.3% | -9.2% |
| 10Y | +45.0% | -84.4% | +129.4% | +69.4% |
| All | +1,025.0% | -63.1% | +1,088.1% | +737.0% |
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 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