+170.4%
NXT vs PSKY
-52.2%
+222.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -2.9% |
| 7D | -0.2% | -6.8% | +6.6% | +0.7% |
| 30D | -20.0% | +10.2% | -30.2% | -21.0% |
| 3M | -30.9% | +0.3% | -31.2% | -31.1% |
| 6M | -23.8% | -7.8% | -16.1% | -23.6% |
| YTD | -5.4% | -23.0% | +17.5% | -3.0% |
| 1Y | +28.0% | -31.6% | +59.7% | +32.9% |
| 3Y | +93.3% | -21.3% | +114.6% | +84.1% |
| All | +170.4% | -52.2% | +222.7% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling