+50.7%
USHY vs PSKY
-76.9%
+127.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | +2.4% | -2.3% | -0.1% |
| 30D | 0.0% | +17.5% | -17.5% | -0.9% |
| 3M | +1.2% | +4.4% | -3.3% | +0.8% |
| 6M | +2.6% | -9.0% | +11.6% | +2.9% |
| YTD | +2.4% | -18.6% | +21.0% | +3.2% |
| 1Y | +4.2% | -27.7% | +32.0% | +5.3% |
| 3Y | +28.0% | -16.9% | +44.9% | +26.1% |
| 5Y | +21.8% | -70.3% | +92.1% | +26.1% |
| All | +50.7% | -76.9% | +127.6% | +41.5% |
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 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