-19.4%
PSKY vs NWSA
+43.0%
-62.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +2.1% |
| 7D | -6.0% | -4.8% | -1.2% | -2.9% |
| 30D | +10.7% | +3.0% | +7.7% | +8.5% |
| 3M | +1.2% | +9.3% | -8.1% | -5.3% |
| 6M | +1.5% | +23.2% | -21.7% | -13.3% |
| YTD | -21.8% | +13.3% | -35.1% | -29.2% |
| 1Y | -30.2% | +2.9% | -33.1% | -32.1% |
| All | -19.4% | +43.0% | -62.4% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling