-24.0%
NKE vs PSKY
-74.6%
+50.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -4.2% | -2.4% | -1.8% | -3.8% |
| 30D | -8.2% | +11.6% | -19.8% | -10.0% |
| 3M | -19.1% | +1.5% | -20.6% | -19.5% |
| 6M | -32.6% | +7.7% | -40.3% | -33.9% |
| YTD | -40.7% | -20.1% | -20.6% | -39.1% |
| 1Y | -48.9% | -38.3% | -10.6% | -45.4% |
| 3Y | -59.2% | -17.7% | -41.5% | -61.2% |
| 5Y | -75.3% | -69.9% | -5.5% | -72.2% |
| All | -24.0% | -74.6% | +50.6% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling