+4.5%
NEE vs PSKY
-78.1%
+82.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +1.3% |
| 7D | +3.1% | -24.6% | +27.7% | +4.2% |
| 30D | -2.2% | -36.1% | +33.9% | -0.5% |
| 3M | -4.4% | -54.8% | +50.4% | -2.0% |
| 6M | -4.4% | -54.8% | +50.4% | -2.0% |
| YTD | -4.4% | -54.8% | +50.4% | -2.0% |
| 1Y | -3.5% | -58.4% | +54.9% | -0.5% |
| 3Y | +60.4% | -40.7% | +101.1% | +56.9% |
| All | +4.5% | -78.1% | +82.6% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling