+1,246.7%
NUE vs PSKY
-42.6%
+1,289.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +1.8% | +2.4% | -0.6% | +1.0% |
| 30D | -6.0% | +17.5% | -23.5% | -10.8% |
| 3M | +1.4% | +4.4% | -3.0% | -0.6% |
| 6M | +52.8% | -9.0% | +61.9% | +54.9% |
| YTD | +58.1% | -18.6% | +76.7% | +63.9% |
| 1Y | +80.4% | -27.7% | +108.1% | +90.0% |
| 3Y | +62.3% | -16.9% | +79.1% | +44.3% |
| 5Y | +146.2% | -70.3% | +216.5% | +196.2% |
| 10Y | +549.5% | -74.9% | +624.5% | +572.3% |
| All | +1,246.7% | -42.6% | +1,289.3% | +745.2% |
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