+566.5%
IJH vs PSKY
-44.8%
+611.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | -2.5% | -6.0% | +3.5% | -0.9% |
| 30D | -5.0% | +10.7% | -15.7% | -7.7% |
| 3M | +0.5% | +1.2% | -0.6% | -0.3% |
| 6M | +8.2% | +1.5% | +6.7% | +6.4% |
| YTD | +12.4% | -21.8% | +34.2% | +17.0% |
| 1Y | +14.4% | -30.2% | +44.5% | +20.6% |
| 3Y | +49.5% | -20.1% | +69.6% | +38.3% |
| 5Y | +47.8% | -70.5% | +118.3% | +72.8% |
| 10Y | +180.4% | -75.2% | +255.6% | +189.7% |
| All | +566.5% | -44.8% | +611.3% | +335.5% |
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