-48.9%
NKE vs PSKY
-28.3%
-20.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -4.2% | -2.4% | -1.8% | -4.0% |
| 30D | -8.2% | +11.6% | -19.8% | -8.8% |
| 3M | -19.1% | +1.5% | -20.6% | -19.3% |
| 6M | -32.6% | +7.7% | -40.3% | -32.6% |
| YTD | -40.7% | -20.1% | -20.6% | -40.5% |
| 1Y | -48.9% | -38.3% | -10.6% | -48.1% |
| All | -48.9% | -28.3% | -20.6% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling