+781.4%
NTAP vs PSKY
-42.2%
+823.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -0.5% | +24.0% | -24.5% | -6.0% |
| 3M | +4.1% | +2.2% | +1.9% | +2.9% |
| 6M | +88.0% | -9.0% | +96.9% | +89.7% |
| YTD | +75.6% | -18.1% | +93.7% | +80.4% |
| 1Y | +58.9% | -25.1% | +84.0% | +64.4% |
| 3Y | +153.6% | -16.3% | +169.9% | +131.4% |
| 5Y | +127.6% | -70.4% | +198.0% | +164.2% |
| 10Y | +580.4% | -74.2% | +654.5% | +600.1% |
| All | +781.4% | -42.2% | +823.6% | +573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling