+562.3%
JHX vs PSKY
-44.8%
+607.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.9% |
| 7D | -4.9% | -6.0% | +1.1% | -3.3% |
| 30D | -9.3% | +10.7% | -20.0% | -11.8% |
| 3M | +28.1% | +1.2% | +26.9% | +27.2% |
| 6M | +35.2% | +1.5% | +33.7% | +33.1% |
| YTD | +35.9% | -21.8% | +57.6% | +41.6% |
| 1Y | +42.5% | -30.2% | +72.7% | +50.4% |
| 3Y | -4.5% | -20.1% | +15.6% | -11.9% |
| 5Y | -27.1% | -70.5% | +43.4% | -14.9% |
| 10Y | +104.2% | -75.2% | +179.5% | +106.4% |
| All | +562.3% | -44.8% | +607.1% | +363.0% |
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