+98.0%
NI vs PSKY
-71.2%
+169.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -0.6% | -6.0% | +5.4% | -0.2% |
| 30D | -1.4% | +10.7% | -12.1% | -2.0% |
| 3M | -10.6% | +1.2% | -11.7% | -10.7% |
| 6M | -9.9% | +1.5% | -11.4% | -10.2% |
| YTD | +1.2% | -21.8% | +22.9% | +2.2% |
| 1Y | +4.4% | -30.2% | +34.6% | +5.9% |
| 3Y | +68.6% | -20.1% | +88.7% | +66.6% |
| 5Y | +98.0% | -70.5% | +168.5% | +105.9% |
| All | +98.0% | -71.2% | +169.2% | +105.9% |
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