+2.5%
NOW vs PSKY
-78.6%
+81.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -4.0% |
| 7D | +0.8% | -24.6% | +25.4% | +3.2% |
| 30D | -0.3% | -36.1% | +35.9% | +3.9% |
| 3M | +54.3% | -34.6% | +88.9% | +58.8% |
| 6M | +47.2% | -40.5% | +87.7% | +53.6% |
| YTD | -7.3% | -47.7% | +40.4% | -2.3% |
| 1Y | -20.6% | -58.4% | +37.7% | -14.1% |
| 3Y | +28.7% | -40.7% | +69.4% | +23.9% |
| All | +2.5% | -78.6% | +81.1% | +25.2% |
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