+677.7%
HPE vs PSKY
-68.5%
+746.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +7.9% |
| 7D | +10.1% | +2.4% | +7.8% | +9.6% |
| 30D | +5.3% | +17.5% | -12.2% | +1.4% |
| 3M | +12.7% | +4.4% | +8.2% | +11.0% |
| 6M | +167.7% | -9.0% | +176.7% | +170.3% |
| YTD | +135.5% | -18.6% | +154.1% | +142.5% |
| 1Y | +143.4% | -27.7% | +171.1% | +154.0% |
| 3Y | +249.2% | -16.9% | +266.0% | +223.9% |
| 5Y | +343.8% | -70.3% | +414.1% | +429.7% |
| 10Y | +495.9% | -74.9% | +570.8% | +450.1% |
| All | +677.7% | -68.5% | +746.1% | +464.1% |
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