+72.7%
NEM vs PSKY
-26.0%
+98.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +23.1% | +24.0% | -0.9% | +19.6% |
| 3M | +18.5% | +2.2% | +16.3% | +17.7% |
| 6M | +7.8% | -9.0% | +16.8% | +7.9% |
| YTD | +29.1% | -18.1% | +47.3% | +29.7% |
| 1Y | +72.7% | -25.1% | +97.8% | +75.2% |
| All | +72.7% | -26.0% | +98.7% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling