+340.8%
HPE vs PSKY
-71.2%
+412.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.8% | -6.5% |
| 7D | +1.4% | -6.0% | +7.4% | +2.2% |
| 30D | +1.5% | +10.7% | -9.1% | 0.0% |
| 3M | +21.7% | +1.2% | +20.6% | +21.1% |
| 6M | +164.2% | +1.5% | +162.7% | +161.6% |
| YTD | +132.1% | -21.8% | +153.8% | +137.8% |
| 1Y | +130.6% | -30.2% | +160.8% | +138.2% |
| 3Y | +244.1% | -20.1% | +264.2% | +232.1% |
| 5Y | +340.8% | -70.5% | +411.3% | +429.0% |
| All | +340.8% | -71.2% | +412.0% | +429.0% |
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 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