+37.0%
HPQ vs PSKY
-18.9%
+56.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.1% | +6.3% | +8.2% |
| 7D | +9.8% | -2.4% | +12.2% | +10.0% |
| 30D | +22.4% | +11.6% | +10.8% | +21.1% |
| 3M | +45.2% | +1.5% | +43.6% | +44.7% |
| 6M | +96.4% | +7.7% | +88.7% | +94.7% |
| YTD | +65.4% | -20.1% | +85.5% | +67.3% |
| 1Y | +31.6% | -38.3% | +69.9% | +35.6% |
| 3Y | +37.0% | -17.7% | +54.8% | +28.6% |
| All | +37.0% | -18.9% | +56.0% | +28.6% |
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