+183.9%
HOOD vs PSKY
-81.3%
+265.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.8% | -0.1% | -3.7% |
| 7D | -9.3% | -24.6% | +15.3% | -3.1% |
| 30D | -13.5% | -36.1% | +22.6% | -4.0% |
| 3M | +28.4% | -37.1% | +65.5% | +39.9% |
| 6M | +13.8% | -40.5% | +54.4% | +26.0% |
| YTD | -12.6% | -47.7% | +35.1% | -1.1% |
| 1Y | -24.8% | -58.4% | +33.6% | -9.9% |
| 3Y | +960.8% | -40.7% | +1,001.5% | +916.0% |
| 5Y | +141.0% | -80.0% | +221.0% | +196.3% |
| All | +183.9% | -81.3% | +265.2% | +232.3% |
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 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