+62.8%
PNR vs PSKY
-74.6%
+137.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -6.0% | -2.4% | -3.6% | -5.6% |
| 30D | -14.0% | +11.6% | -25.6% | -15.9% |
| 3M | -21.7% | +1.5% | -23.2% | -22.2% |
| 6M | -37.3% | +7.7% | -45.0% | -38.8% |
| YTD | -45.1% | -20.1% | -25.0% | -43.6% |
| 1Y | -49.1% | -38.3% | -10.8% | -45.4% |
| 3Y | -14.8% | -17.7% | +2.9% | -19.8% |
| 5Y | -21.0% | -69.9% | +48.9% | -9.5% |
| All | +62.8% | -74.6% | +137.4% | +37.5% |
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 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