+56.7%
NOC vs PSKY
-71.8%
+128.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.4% |
| 7D | -1.6% | -6.8% | +5.3% | -1.4% |
| 30D | -10.4% | +10.2% | -20.6% | -10.6% |
| 3M | -5.6% | +0.3% | -5.9% | -5.7% |
| 6M | -30.4% | -7.8% | -22.6% | -30.3% |
| YTD | -8.5% | -23.0% | +14.5% | -8.1% |
| 1Y | -8.3% | -31.6% | +23.3% | -7.9% |
| 3Y | +28.2% | -21.3% | +49.5% | +27.6% |
| 5Y | +56.7% | -71.5% | +128.2% | +59.7% |
| All | +56.7% | -71.8% | +128.6% | +59.7% |
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