+180.3%
NTAP vs PSKY
-39.6%
+219.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.3% | -6.3% |
| 7D | -14.1% | -24.6% | +10.5% | -19.8% |
| 30D | +8.5% | -36.1% | +44.6% | -2.8% |
| 3M | +85.5% | -54.8% | +140.3% | +66.0% |
| 6M | +85.5% | -54.8% | +140.3% | +66.0% |
| YTD | +85.5% | -54.8% | +140.3% | +66.0% |
| 1Y | +73.3% | -58.4% | +131.7% | +55.8% |
| All | +180.3% | -39.6% | +219.9% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling