-70.4%
PSKY vs NTRS
+93.2%
-163.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +1.6% |
| 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% | -4.4% |
| 6M | +7.7% | +35.5% | -27.8% | -9.2% |
| YTD | -20.1% | +40.6% | -60.7% | -34.7% |
| 1Y | -38.3% | +49.2% | -87.5% | -51.5% |
| 3Y | -17.7% | +167.2% | -185.0% | -57.7% |
| All | -70.4% | +93.2% | -163.6% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling