+20.3%
NSC vs PSKY
-30.5%
+50.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -1.3% |
| 7D | -2.0% | -6.8% | +4.8% | -1.9% |
| 30D | -3.2% | +10.2% | -13.4% | -3.3% |
| 3M | +3.9% | +0.3% | +3.6% | +4.0% |
| 6M | +7.8% | -7.8% | +15.5% | +7.8% |
| YTD | +13.4% | -23.0% | +36.4% | +14.1% |
| 1Y | +20.3% | -31.6% | +52.0% | +22.6% |
| All | +20.3% | -30.5% | +50.8% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling