+138.6%
NOK vs PSKY
-74.6%
+213.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.4% |
| 7D | +11.0% | -2.4% | +13.4% | +11.4% |
| 30D | +7.8% | +11.6% | -3.7% | +5.5% |
| 3M | -21.0% | +1.5% | -22.5% | -21.6% |
| 6M | +40.9% | +7.7% | +33.2% | +37.7% |
| YTD | +72.0% | -20.1% | +92.1% | +77.0% |
| 1Y | +140.9% | -38.3% | +179.2% | +158.4% |
| 3Y | +194.3% | -17.7% | +212.0% | +177.5% |
| 5Y | +112.5% | -69.9% | +182.4% | +142.8% |
| All | +138.6% | -74.6% | +213.1% | +132.0% |
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 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