+193.5%
NRG vs PSKY
-70.1%
+263.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.4% |
| 7D | -4.7% | -2.4% | -2.3% | -4.4% |
| 30D | -6.0% | +11.6% | -17.5% | -7.0% |
| 3M | -8.0% | +1.5% | -9.5% | -8.3% |
| 6M | -23.2% | +7.7% | -30.9% | -24.2% |
| YTD | -28.1% | -20.1% | -7.9% | -26.8% |
| 1Y | -27.3% | -38.3% | +11.0% | -24.1% |
| 3Y | +208.7% | -17.7% | +226.4% | +197.3% |
| All | +193.5% | -70.1% | +263.6% | +252.2% |
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