-76.0%
PSKY vs ALHC
-31.6%
-44.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -5.3% |
| 7D | -6.8% | -4.1% | -2.7% | -6.7% |
| 30D | +10.2% | -5.4% | +15.7% | +10.5% |
| 3M | +0.3% | -32.1% | +32.4% | +1.4% |
| 6M | -7.8% | -28.5% | +20.7% | -7.2% |
| YTD | -23.0% | -34.0% | +11.1% | -22.3% |
| 1Y | -31.6% | -20.9% | -10.7% | -31.8% |
| 3Y | -21.3% | +151.5% | -172.9% | -28.4% |
| 5Y | -71.5% | -28.8% | -42.6% | -72.9% |
| All | -76.0% | -31.6% | -44.4% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling