+242.2%
PNR vs PSKY
-45.6%
+287.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -0.3% |
| 7D | -3.9% | -6.8% | +3.0% | -1.9% |
| 30D | -13.8% | +10.2% | -24.1% | -16.3% |
| 3M | -22.5% | +0.3% | -22.8% | -23.0% |
| 6M | -37.2% | -7.8% | -29.4% | -36.7% |
| YTD | -44.2% | -23.0% | -21.2% | -41.5% |
| 1Y | -46.6% | -31.6% | -15.0% | -43.2% |
| 3Y | -12.5% | -21.3% | +8.8% | -19.2% |
| 5Y | -19.3% | -71.5% | +52.1% | -3.6% |
| 10Y | +67.5% | -75.6% | +143.1% | +73.2% |
| All | +242.2% | -45.6% | +287.8% | +107.5% |
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 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