+303.7%
NEM vs PSKY
-42.2%
+345.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.8% |
| 3M | +18.5% | +2.2% | +16.3% | +18.1% |
| 6M | +7.8% | -9.0% | +16.8% | +8.5% |
| YTD | +29.1% | -18.1% | +47.3% | +31.3% |
| 1Y | +72.7% | -25.1% | +97.8% | +76.3% |
| 3Y | +248.7% | -16.3% | +265.1% | +238.9% |
| 5Y | +148.7% | -70.4% | +219.0% | +166.8% |
| 10Y | +304.8% | -74.2% | +378.9% | +302.8% |
| All | +303.7% | -42.2% | +345.9% | +183.1% |
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