+228.4%
UNH vs PSKY
-74.6%
+303.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.6% |
| 7D | -4.5% | -2.4% | -2.2% | -4.3% |
| 30D | -6.5% | +11.6% | -18.1% | -7.7% |
| 3M | -6.0% | +1.5% | -7.5% | -6.3% |
| 6M | +33.7% | +7.7% | +26.0% | +32.2% |
| YTD | +16.4% | -20.1% | +36.5% | +18.2% |
| 1Y | +10.1% | -38.3% | +48.4% | +14.3% |
| 3Y | -16.3% | -17.7% | +1.4% | -18.6% |
| 5Y | +2.1% | -69.9% | +72.0% | +10.6% |
| All | +228.4% | -74.6% | +303.0% | +203.5% |
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