-75.1%
PSKY vs NTRS
+259.9%
-335.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +1.5% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | +11.6% | -0.7% | +12.2% | +11.9% |
| 3M | +1.5% | +11.3% | -9.8% | -4.6% |
| 6M | +7.7% | +35.5% | -27.8% | -9.7% |
| YTD | -20.1% | +40.6% | -60.7% | -35.0% |
| 1Y | -38.3% | +49.2% | -87.5% | -51.7% |
| 3Y | -17.7% | +167.2% | -185.0% | -56.0% |
| 5Y | -69.9% | +94.9% | -164.8% | -81.0% |
| All | -75.1% | +259.9% | -335.1% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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