+244.8%
NEE vs PSKY
-74.6%
+319.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -1.3% | -2.4% | +1.1% | -1.1% |
| 30D | -3.3% | +11.6% | -14.9% | -4.3% |
| 3M | -2.3% | +1.5% | -3.8% | -2.5% |
| 6M | -8.9% | +7.7% | -16.6% | -9.9% |
| YTD | +4.8% | -20.1% | +24.9% | +6.2% |
| 1Y | +18.7% | -38.3% | +57.0% | +22.9% |
| 3Y | +33.2% | -17.7% | +51.0% | +29.9% |
| 5Y | +10.9% | -69.9% | +80.7% | +17.7% |
| All | +244.8% | -74.6% | +319.4% | +184.3% |
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 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