+877.7%
HON vs PSKY
-42.6%
+920.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.5% |
| 30D | -15.2% | +17.5% | -32.7% | -18.7% |
| 3M | -6.0% | +4.4% | -10.4% | -7.5% |
| 6M | -14.9% | -9.0% | -5.9% | -14.1% |
| YTD | +3.2% | -18.6% | +21.8% | +6.1% |
| 1Y | 0.0% | -27.7% | +27.7% | +4.3% |
| 3Y | +21.5% | -16.9% | +38.3% | +11.0% |
| 5Y | +4.0% | -70.3% | +74.3% | +19.7% |
| 10Y | +138.4% | -74.9% | +213.3% | +139.1% |
| All | +877.7% | -42.6% | +920.3% | +496.1% |
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