+47.4%
NSC vs PSKY
-70.3%
+117.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -3.2% | +24.0% | -27.2% | -5.1% |
| 3M | +7.7% | +2.2% | +5.5% | +7.3% |
| 6M | +4.5% | -9.0% | +13.5% | +5.0% |
| YTD | +15.6% | -18.1% | +33.7% | +16.9% |
| 1Y | +19.8% | -25.1% | +44.9% | +21.7% |
| 3Y | +70.1% | -16.3% | +86.4% | +65.3% |
| All | +47.4% | -70.3% | +117.8% | +59.7% |
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