+981.4%
MOH vs PSKY
-44.8%
+1,026.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.9% |
| 7D | -1.3% | -6.0% | +4.7% | -0.1% |
| 30D | +3.0% | +10.7% | -7.7% | +0.8% |
| 3M | +1.2% | +1.2% | 0.0% | +0.7% |
| 6M | +41.7% | +1.5% | +40.2% | +39.9% |
| YTD | +15.4% | -21.8% | +37.2% | +19.2% |
| 1Y | +11.8% | -30.2% | +42.0% | +16.8% |
| 3Y | -37.5% | -20.1% | -17.4% | -40.7% |
| 5Y | -20.6% | -70.5% | +49.9% | -11.3% |
| 10Y | +255.8% | -75.2% | +331.0% | +259.0% |
| All | +981.4% | -44.8% | +1,026.2% | +540.7% |
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