-74.6%
PSKY vs ALHC
-29.3%
-45.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +2.4% | -1.0% | +3.3% | +2.4% |
| 30D | +17.5% | -6.3% | +23.9% | +17.8% |
| 3M | +4.4% | -12.3% | +16.8% | +4.3% |
| 6M | -9.0% | -27.0% | +18.0% | -8.5% |
| YTD | -18.6% | -31.8% | +13.3% | -18.0% |
| 1Y | -27.7% | -17.0% | -10.7% | -28.0% |
| 3Y | -16.9% | +159.8% | -176.7% | -24.4% |
| 5Y | -70.3% | -25.1% | -45.1% | -71.8% |
| All | -74.6% | -29.3% | -45.3% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling