-78.3%
PSKY vs NWSA
+32.2%
-110.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.7% |
| 7D | -24.6% | +3.1% | -27.7% | -25.0% |
| 30D | -36.1% | -1.7% | -34.4% | -35.9% |
| 3M | -39.9% | +46.8% | -86.7% | -45.6% |
| 6M | -39.9% | +46.8% | -86.7% | -45.6% |
| YTD | -39.9% | +46.8% | -86.7% | -45.6% |
| 1Y | -39.9% | +46.8% | -86.7% | -45.6% |
| 3Y | -40.7% | +40.3% | -81.0% | -44.0% |
| All | -78.3% | +32.2% | -110.5% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling