-99.1%
NVD vs PSKY
-23.9%
-75.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | +0.3% |
| 7D | +10.8% | -2.4% | +13.2% | +10.8% |
| 30D | +0.8% | +11.6% | -10.8% | +0.9% |
| 3M | -20.8% | +1.5% | -22.4% | -20.5% |
| 6M | -41.2% | +7.7% | -48.9% | -41.0% |
| YTD | -44.2% | -20.1% | -24.1% | -44.1% |
| 1Y | -54.2% | -38.3% | -15.9% | -54.0% |
| 3Y | -99.1% | -17.7% | -81.4% | -99.1% |
| All | -99.1% | -23.9% | -75.3% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling