+870.1%
NTAP vs PSKY
-63.1%
+933.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.3% | -4.2% |
| 7D | -14.1% | -24.6% | +10.5% | -9.9% |
| 30D | +8.5% | -36.1% | +44.6% | +16.7% |
| 3M | +85.5% | -54.8% | +140.3% | +98.1% |
| 6M | +85.5% | -54.8% | +140.3% | +98.1% |
| YTD | +85.5% | -54.8% | +140.3% | +98.1% |
| 1Y | +73.3% | -58.4% | +131.7% | +88.4% |
| 3Y | +183.3% | -40.7% | +223.9% | +152.6% |
| 5Y | +141.1% | -80.0% | +221.1% | +176.8% |
| 10Y | +675.2% | -84.4% | +759.6% | +720.2% |
| All | +870.1% | -63.1% | +933.2% | +644.8% |
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