-14.6%
PNR vs PSKY
-20.6%
+6.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.5% |
| 7D | -5.5% | -6.0% | +0.5% | -5.0% |
| 30D | -15.6% | +10.7% | -26.2% | -16.4% |
| 3M | -20.2% | +1.2% | -21.4% | -20.4% |
| 6M | -36.6% | +1.5% | -38.1% | -37.0% |
| YTD | -45.0% | -21.8% | -23.2% | -44.1% |
| 1Y | -47.4% | -30.2% | -17.3% | -46.3% |
| All | -14.6% | -20.6% | +6.0% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling