+152.1%
NBIX vs PSKY
-43.6%
+195.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.8% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | -0.2% | +11.6% | -11.8% | -3.3% |
| 3M | -4.0% | +1.5% | -5.5% | -5.1% |
| 6M | +20.6% | +7.7% | +12.9% | +16.4% |
| YTD | +10.1% | -20.1% | +30.3% | +14.1% |
| 1Y | +8.8% | -38.3% | +47.1% | +19.5% |
| 3Y | +42.5% | -17.7% | +60.2% | +29.7% |
| 5Y | +61.5% | -69.9% | +131.4% | +85.1% |
| 10Y | +217.6% | -74.7% | +292.3% | +204.9% |
| All | +152.1% | -43.6% | +195.7% | +14.3% |
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