-36.7%
PSKY vs NTRS
+484.1%
-520.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +1.5% | +11.3% | -9.8% | -5.1% |
| 6M | +7.7% | +35.5% | -27.8% | -10.7% |
| YTD | -20.1% | +40.6% | -60.7% | -35.8% |
| 1Y | -38.3% | +49.2% | -87.5% | -52.4% |
| 3Y | -17.7% | +167.2% | -185.0% | -56.7% |
| 5Y | -69.9% | +94.9% | -164.8% | -81.2% |
| 10Y | -74.7% | +259.5% | -334.2% | -89.8% |
| All | -36.7% | +484.1% | -520.7% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling