-83.7%
PSKY vs ALHC
-56.5%
-27.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -5.3% |
| 7D | -24.6% | +9.7% | -34.3% | -26.8% |
| 30D | -36.1% | -36.0% | -0.1% | -27.7% |
| 3M | -78.2% | -63.2% | -15.0% | -62.2% |
| 6M | -78.2% | -63.2% | -15.0% | -62.2% |
| YTD | -78.2% | -63.2% | -15.0% | -62.2% |
| 1Y | -78.2% | -63.2% | -15.0% | -62.2% |
| 3Y | -78.2% | -63.2% | -15.0% | -62.2% |
| 5Y | -80.0% | -55.5% | -24.5% | -65.3% |
| All | -83.7% | -56.5% | -27.2% | -71.4% |
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