+1,447.2%
NOC vs PSKY
-42.6%
+1,489.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | -8.9% | +17.5% | -26.4% | -11.2% |
| 3M | -3.7% | +4.4% | -8.1% | -4.5% |
| 6M | -30.8% | -9.0% | -21.8% | -30.2% |
| YTD | -7.9% | -18.6% | +10.7% | -6.1% |
| 1Y | -9.4% | -27.7% | +18.3% | -6.7% |
| 3Y | +29.0% | -16.9% | +45.8% | +22.4% |
| 5Y | +56.1% | -70.3% | +126.3% | +70.9% |
| 10Y | +186.3% | -74.9% | +261.2% | +188.3% |
| All | +1,447.2% | -42.6% | +1,489.8% | +945.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling