+586.1%
NRG vs PSKY
-44.8%
+630.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.6% |
| 7D | -0.2% | -6.0% | +5.8% | +1.4% |
| 30D | -6.8% | +10.7% | -17.5% | -9.3% |
| 3M | -7.1% | +1.2% | -8.3% | -7.9% |
| 6M | -27.6% | +1.5% | -29.0% | -28.8% |
| YTD | -29.2% | -21.8% | -7.4% | -26.5% |
| 1Y | -29.9% | -30.2% | +0.3% | -26.3% |
| 3Y | +198.7% | -20.1% | +218.7% | +174.2% |
| 5Y | +192.9% | -70.5% | +263.4% | +239.3% |
| 10Y | +1,084.1% | -75.2% | +1,159.4% | +1,099.1% |
| All | +586.1% | -44.8% | +630.9% | +318.0% |
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