+1.9%
HON vs PSKY
-71.2%
+73.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -2.6% | -6.0% | +3.4% | -2.1% |
| 30D | -11.9% | +10.7% | -22.5% | -12.7% |
| 3M | -6.1% | +1.2% | -7.2% | -6.3% |
| 6M | -19.2% | +1.5% | -20.7% | -19.6% |
| YTD | +0.2% | -21.8% | +21.9% | +1.7% |
| 1Y | -1.5% | -30.2% | +28.7% | +0.6% |
| 3Y | +17.9% | -20.1% | +38.0% | +14.9% |
| 5Y | +1.9% | -70.5% | +72.5% | +14.3% |
| All | +1.9% | -71.2% | +73.1% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling