+625.8%
NTAP vs PSKY
-74.6%
+700.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +8.2% |
| 7D | +7.4% | -2.4% | +9.8% | +7.8% |
| 30D | -1.4% | +11.6% | -12.9% | -3.2% |
| 3M | +24.6% | +1.5% | +23.0% | +23.8% |
| 6M | +105.9% | +7.7% | +98.2% | +101.7% |
| YTD | +88.5% | -20.1% | +108.6% | +93.1% |
| 1Y | +62.1% | -38.3% | +100.4% | +72.4% |
| 3Y | +169.1% | -17.7% | +186.8% | +155.2% |
| 5Y | +141.9% | -69.9% | +211.8% | +172.5% |
| All | +625.8% | -74.6% | +700.4% | +670.1% |
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