+284.6%
HPQ vs PSKY
-42.6%
+327.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -4.0% | -4.4% |
| 7D | -0.5% | +2.4% | -2.8% | -1.1% |
| 30D | +3.7% | +17.5% | -13.8% | -0.5% |
| 3M | +24.3% | +4.4% | +19.9% | +22.4% |
| 6M | +64.8% | -9.0% | +73.8% | +67.1% |
| YTD | +43.9% | -18.6% | +62.5% | +48.8% |
| 1Y | +11.7% | -27.7% | +39.4% | +17.1% |
| 3Y | +19.7% | -16.9% | +36.5% | +10.5% |
| 5Y | +32.2% | -70.3% | +102.5% | +54.7% |
| 10Y | +198.9% | -74.9% | +273.9% | +211.0% |
| All | +284.6% | -42.6% | +327.1% | +180.8% |
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 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