+102.2%
HIG vs PSKY
-18.9%
+121.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -1.5% | -2.4% | +0.9% | -1.4% |
| 30D | -0.4% | +11.6% | -11.9% | -0.7% |
| 3M | +6.7% | +1.5% | +5.1% | +6.6% |
| 6M | +2.0% | +7.7% | -5.7% | +1.5% |
| YTD | +0.3% | -20.1% | +20.4% | +0.9% |
| 1Y | +4.2% | -38.3% | +42.5% | +5.7% |
| 3Y | +102.2% | -17.7% | +120.0% | +100.2% |
| All | +102.2% | -18.9% | +121.2% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling