+162.8%
NXT vs PSKY
-67.6%
+230.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -3.5% |
| 7D | -7.0% | -24.6% | +17.5% | -3.9% |
| 30D | -3.1% | -36.1% | +33.0% | +2.1% |
| 3M | -17.1% | -54.8% | +37.7% | -10.6% |
| 6M | -17.1% | -54.8% | +37.7% | -10.6% |
| YTD | -17.1% | -54.8% | +37.7% | -10.6% |
| 1Y | -8.6% | -58.4% | +49.7% | -0.2% |
| 3Y | +135.5% | -40.7% | +176.2% | +125.1% |
| All | +162.8% | -67.6% | +230.3% | +172.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling