+369.5%
NET vs PSKY
-44.4%
+413.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.5% | -6.2% |
| 7D | -17.9% | -24.6% | +6.7% | -17.2% |
| 30D | -10.3% | -36.1% | +25.8% | -9.3% |
| 3M | +19.4% | -54.4% | +73.8% | +20.4% |
| 6M | +19.4% | -54.4% | +73.8% | +20.4% |
| YTD | +19.4% | -54.4% | +73.8% | +20.4% |
| 1Y | +40.2% | -58.4% | +98.5% | +42.2% |
| All | +369.5% | -44.4% | +413.9% | +349.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling