+563.1%
HPE vs PSKY
-74.6%
+637.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.1% | +10.3% | +12.0% |
| 7D | +19.4% | -2.4% | +21.8% | +19.9% |
| 30D | +5.6% | +11.6% | -6.0% | +2.9% |
| 3M | +33.1% | +1.5% | +31.5% | +31.8% |
| 6M | +192.5% | +7.7% | +184.7% | +184.2% |
| YTD | +160.9% | -20.1% | +181.0% | +169.4% |
| 1Y | +155.0% | -38.3% | +193.2% | +176.4% |
| 3Y | +289.4% | -17.7% | +307.1% | +263.1% |
| 5Y | +395.7% | -69.9% | +465.5% | +484.4% |
| All | +563.1% | -74.6% | +637.7% | +510.8% |
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