+2,811.4%
PH vs PSKY
-63.1%
+2,874.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +1.5% |
| 7D | +0.1% | -24.6% | +24.6% | +7.0% |
| 30D | +3.7% | -36.1% | +39.9% | +15.9% |
| 3M | +13.5% | -54.8% | +68.3% | +29.0% |
| 6M | +13.5% | -54.8% | +68.3% | +29.0% |
| YTD | +13.5% | -54.8% | +68.3% | +29.0% |
| 1Y | +33.8% | -58.4% | +92.1% | +55.5% |
| 3Y | +150.1% | -40.7% | +190.8% | +128.5% |
| 5Y | +244.4% | -80.0% | +324.4% | +324.3% |
| 10Y | +797.9% | -84.4% | +882.4% | +884.7% |
| All | +2,811.4% | -63.1% | +2,874.5% | +1,890.3% |
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