-25.1%
PSKY vs NWSA
+5.5%
-30.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | -0.2% | -1.9% | +1.7% | +0.6% |
| 30D | +24.0% | +4.6% | +19.4% | +21.5% |
| 3M | +2.2% | +13.2% | -11.1% | -3.7% |
| 6M | -9.0% | +27.0% | -36.0% | -19.2% |
| YTD | -18.1% | +16.8% | -35.0% | -24.8% |
| 1Y | -25.1% | +4.5% | -29.6% | -23.5% |
| All | -25.1% | +5.5% | -30.6% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling