-74.5%
PSKY vs ALHC
-28.9%
-45.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +24.0% | -1.0% | +25.0% | +24.0% |
| 3M | +2.2% | -10.2% | +12.3% | +2.0% |
| 6M | -9.0% | -28.3% | +19.3% | -8.4% |
| YTD | -18.1% | -31.4% | +13.3% | -17.6% |
| 1Y | -25.1% | -16.9% | -8.2% | -25.4% |
| 3Y | -16.3% | +135.5% | -151.8% | -23.3% |
| 5Y | -70.4% | -33.6% | -36.7% | -72.0% |
| All | -74.5% | -28.9% | -45.6% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling