-38.0%
PSKY vs NYT
+216.0%
-253.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -6.0% | -0.7% | -5.2% | -5.6% |
| 30D | +10.7% | +4.5% | +6.2% | +8.5% |
| 3M | +1.2% | -8.5% | +9.7% | +4.1% |
| 6M | +1.5% | -15.1% | +16.5% | +7.5% |
| YTD | -21.8% | -3.3% | -18.5% | -22.1% |
| 1Y | -30.2% | +17.0% | -47.2% | -36.4% |
| 3Y | -20.1% | +55.7% | -75.8% | -37.7% |
| 5Y | -70.5% | +38.9% | -109.4% | -76.5% |
| 10Y | -75.2% | +485.3% | -560.5% | -90.6% |
| All | -38.0% | +216.0% | -253.9% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling