+48.4%
NU vs PSKY
-61.6%
+110.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +6.0% | +2.4% | +3.6% | +5.6% |
| 30D | +10.8% | +17.5% | -6.8% | +7.4% |
| 3M | +32.2% | +4.4% | +27.7% | +30.7% |
| 6M | +5.1% | -9.0% | +14.2% | +6.3% |
| YTD | -8.4% | -18.6% | +10.2% | -6.0% |
| 1Y | +0.7% | -27.7% | +28.4% | +5.0% |
| 3Y | +125.1% | -16.9% | +142.0% | +110.5% |
| All | +48.4% | -61.6% | +110.0% | +71.5% |
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