-61.4%
NVD vs PSKY
-26.0%
-35.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.4% |
| 7D | -11.1% | -0.2% | -10.9% | -11.1% |
| 30D | -13.3% | +24.0% | -37.2% | -12.8% |
| 3M | -19.8% | +2.2% | -22.0% | -18.7% |
| 6M | -48.8% | -9.0% | -39.8% | -47.2% |
| YTD | -49.7% | -18.1% | -31.5% | -49.1% |
| 1Y | -61.4% | -25.1% | -36.3% | -61.6% |
| All | -61.4% | -26.0% | -35.4% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1y: compounded portfolio wealth divided by compounded PSKY 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…
1y analysis · Full analysis span regression · 6 months rolling