-17.7%
PSKY vs NYT
+56.2%
-73.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | +11.6% | +4.6% | +7.0% | +10.0% |
| 3M | +1.5% | -9.6% | +11.1% | +3.9% |
| 6M | +7.7% | -14.0% | +21.7% | +12.0% |
| YTD | -20.1% | -2.8% | -17.3% | -20.8% |
| 1Y | -38.3% | +15.6% | -53.9% | -43.3% |
| 3Y | -17.7% | +56.3% | -74.0% | -40.5% |
| All | -17.7% | +56.2% | -73.9% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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