+101.6%
JHX vs PSKY
-74.6%
+176.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | -6.3% | -2.4% | -3.9% | -5.9% |
| 30D | -7.7% | +11.6% | -19.3% | -9.7% |
| 3M | +19.2% | +1.5% | +17.6% | +18.5% |
| 6M | +38.3% | +7.7% | +30.6% | +35.4% |
| YTD | +37.2% | -20.1% | +57.3% | +40.9% |
| 1Y | +42.3% | -38.3% | +80.6% | +52.3% |
| 3Y | -4.4% | -17.7% | +13.3% | -9.8% |
| 5Y | -26.4% | -69.9% | +43.5% | -16.1% |
| All | +101.6% | -74.6% | +176.2% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling