-54.2%
NVD vs PSKY
-28.3%
-25.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | +0.4% |
| 7D | +10.8% | -2.4% | +13.2% | +10.7% |
| 30D | +0.8% | +11.6% | -10.8% | +1.2% |
| 3M | -20.8% | +1.5% | -22.4% | -19.7% |
| 6M | -41.2% | +7.7% | -48.9% | -41.0% |
| YTD | -44.2% | -20.1% | -24.1% | -43.8% |
| 1Y | -54.2% | -38.3% | -15.9% | -53.2% |
| All | -54.2% | -28.3% | -25.9% | -53.2% |
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