+738.2%
UNH vs PSKY
-42.6%
+780.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +1.1% | +2.4% | -1.2% | +0.7% |
| 30D | -1.5% | +17.5% | -19.1% | -4.6% |
| 3M | -0.8% | +4.4% | -5.3% | -2.0% |
| 6M | +41.8% | -9.0% | +50.8% | +43.2% |
| YTD | +23.1% | -18.6% | +41.7% | +26.2% |
| 1Y | +28.5% | -27.7% | +56.2% | +33.4% |
| 3Y | -11.8% | -16.9% | +5.1% | -16.9% |
| 5Y | +5.3% | -70.3% | +75.6% | +17.2% |
| 10Y | +247.4% | -74.9% | +322.4% | +245.7% |
| All | +738.2% | -42.6% | +780.8% | +414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling