+124.8%
NTAP vs PSKY
-71.8%
+196.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.0% | -1.7% |
| 7D | +2.2% | -6.8% | +9.0% | +3.0% |
| 30D | -7.0% | +10.2% | -17.3% | -8.1% |
| 3M | +12.3% | +0.3% | +12.0% | +12.0% |
| 6M | +85.1% | -7.8% | +92.9% | +85.9% |
| YTD | +74.8% | -23.0% | +97.7% | +78.8% |
| 1Y | +52.7% | -31.6% | +84.3% | +57.4% |
| 3Y | +147.7% | -21.3% | +169.0% | +139.7% |
| 5Y | +124.8% | -71.5% | +196.2% | +158.7% |
| All | +124.8% | -71.8% | +196.6% | +158.7% |
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