-75.1%
PSKY vs NWSA
+149.4%
-224.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -2.4% | -2.8% | +0.4% | -0.5% |
| 30D | +11.6% | +3.0% | +8.5% | +9.3% |
| 3M | +1.5% | +12.3% | -10.8% | -6.9% |
| 6M | +7.7% | +21.9% | -14.2% | -7.1% |
| YTD | -20.1% | +13.6% | -33.7% | -27.8% |
| 1Y | -38.3% | +0.5% | -38.8% | -39.7% |
| 3Y | -17.7% | +43.8% | -61.5% | -37.5% |
| 5Y | -69.9% | +41.2% | -111.1% | -77.2% |
| All | -75.1% | +149.4% | -224.5% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling