+269.4%
HPE vs PSKY
-21.8%
+291.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.4% | +10.5% | +5.5% |
| 7D | +13.6% | -6.8% | +20.5% | +14.2% |
| 30D | +7.7% | +10.2% | -2.5% | +6.8% |
| 3M | +22.4% | +0.3% | +22.1% | +22.1% |
| 6M | +172.6% | -7.8% | +180.4% | +173.3% |
| YTD | +147.5% | -23.0% | +170.5% | +151.3% |
| 1Y | +151.8% | -31.6% | +183.4% | +156.9% |
| All | +269.4% | -21.8% | +291.2% | +273.0% |
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