-78.1%
PSKY vs NTR
+97.9%
-176.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | +11.6% | +16.8% | -5.2% | +3.5% |
| 3M | +1.5% | +20.7% | -19.2% | -7.7% |
| 6M | +7.7% | +0.5% | +7.2% | +5.5% |
| YTD | -20.1% | +29.2% | -49.3% | -31.2% |
| 1Y | -38.3% | +39.6% | -77.9% | -49.6% |
| 3Y | -17.7% | +37.9% | -55.6% | -33.8% |
| 5Y | -69.9% | +47.1% | -117.0% | -79.0% |
| All | -78.1% | +97.9% | -176.1% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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