+47.3%
NET vs PSKY
-79.4%
+126.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.5% | -5.1% |
| 7D | -17.9% | -24.6% | +6.7% | -12.3% |
| 30D | -10.3% | -36.1% | +25.8% | -0.5% |
| 3M | +19.4% | -54.4% | +73.8% | +35.6% |
| 6M | +19.4% | -54.4% | +73.8% | +35.6% |
| YTD | +19.4% | -54.4% | +73.8% | +35.6% |
| 1Y | +40.2% | -58.4% | +98.5% | +64.0% |
| 3Y | +366.5% | -40.7% | +407.2% | +308.0% |
| All | +47.3% | -79.4% | +126.7% | +104.0% |
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