+1,039.2%
THC vs PSKY
-76.1%
+1,115.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.2% | +5.4% |
| 7D | +4.1% | -6.8% | +10.9% | +6.1% |
| 30D | +3.5% | +10.2% | -6.7% | +0.4% |
| 3M | +61.7% | +0.3% | +61.5% | +60.6% |
| 6M | +11.8% | -7.8% | +19.6% | +12.8% |
| YTD | +35.4% | -23.0% | +58.4% | +41.9% |
| 1Y | +37.0% | -31.6% | +68.7% | +45.6% |
| 3Y | +260.1% | -21.3% | +281.4% | +227.1% |
| 5Y | +262.6% | -71.5% | +334.1% | +351.1% |
| 10Y | +1,039.2% | -75.6% | +1,114.8% | +770.6% |
| All | +1,039.2% | -76.1% | +1,115.3% | +770.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling