+328.2%
NSC vs PSKY
-75.5%
+403.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.5% |
| 7D | -2.0% | -6.8% | +4.8% | -0.9% |
| 30D | -3.2% | +10.2% | -13.4% | -4.8% |
| 3M | +3.9% | +0.3% | +3.6% | +3.6% |
| 6M | +7.8% | -7.8% | +15.5% | +8.3% |
| YTD | +13.4% | -23.0% | +36.4% | +16.7% |
| 1Y | +20.3% | -31.6% | +52.0% | +25.1% |
| 3Y | +76.1% | -21.3% | +97.4% | +68.9% |
| 5Y | +45.0% | -71.5% | +116.5% | +64.5% |
| All | +328.2% | -75.5% | +403.7% | +267.0% |
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