+189.8%
NOC vs PSKY
-74.6%
+264.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | +0.8% | -2.4% | +3.2% | +0.9% |
| 30D | -9.7% | +11.6% | -21.3% | -10.4% |
| 3M | -5.6% | +1.5% | -7.2% | -5.8% |
| 6M | -28.6% | +7.7% | -36.3% | -29.1% |
| YTD | -7.9% | -20.1% | +12.2% | -6.9% |
| 1Y | -9.5% | -38.3% | +28.8% | -7.3% |
| 3Y | +28.4% | -17.7% | +46.1% | +25.9% |
| 5Y | +59.0% | -69.9% | +128.8% | +68.2% |
| All | +189.8% | -74.6% | +264.4% | +185.3% |
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