-70.5%
PSKY vs NWSA
+39.0%
-109.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +2.1% |
| 7D | -6.0% | -4.8% | -1.2% | -2.5% |
| 30D | +10.7% | +3.0% | +7.7% | +8.2% |
| 3M | +1.2% | +9.3% | -8.1% | -6.3% |
| 6M | +1.5% | +23.2% | -21.7% | -14.9% |
| YTD | -21.8% | +13.3% | -35.1% | -30.2% |
| 1Y | -30.2% | +2.9% | -33.1% | -33.0% |
| 3Y | -20.1% | +43.3% | -63.4% | -42.7% |
| 5Y | -70.5% | +40.9% | -111.4% | -80.2% |
| All | -70.5% | +39.0% | -109.6% | -80.2% |
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