+251.1%
PH vs PSKY
-71.8%
+323.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | 0.0% |
| 7D | 0.0% | -6.8% | +6.8% | +0.8% |
| 30D | -10.3% | +10.2% | -20.5% | -11.4% |
| 3M | +5.1% | +0.3% | +4.8% | +4.8% |
| 6M | +2.3% | -7.8% | +10.0% | +2.6% |
| YTD | +8.7% | -23.0% | +31.7% | +11.2% |
| 1Y | +26.8% | -31.6% | +58.4% | +30.7% |
| 3Y | +139.2% | -21.3% | +160.5% | +130.5% |
| 5Y | +251.1% | -71.5% | +322.6% | +302.2% |
| All | +251.1% | -71.8% | +323.0% | +302.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling