-71.3%
PSKY vs NWSA
+127.4%
-198.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.5% |
| 7D | -0.2% | -1.9% | +1.7% | +1.0% |
| 30D | +24.0% | +4.6% | +19.4% | +20.4% |
| 3M | +2.2% | +13.2% | -11.1% | -6.2% |
| 6M | -9.0% | +27.0% | -36.0% | -22.5% |
| YTD | -18.1% | +16.8% | -35.0% | -26.7% |
| 1Y | -25.1% | +4.5% | -29.6% | -28.3% |
| 3Y | -16.3% | +46.2% | -62.6% | -35.4% |
| 5Y | -70.4% | +40.9% | -111.3% | -76.9% |
| 10Y | -74.2% | +145.1% | -219.3% | -86.0% |
| All | -71.3% | +127.4% | -198.7% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling