-99.2%
NVD vs PSKY
-22.4%
-76.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.4% | +3.9% |
| 7D | -7.7% | +2.4% | -10.0% | -7.6% |
| 30D | -5.8% | +17.5% | -23.3% | -5.6% |
| 3M | -23.2% | +4.4% | -27.6% | -22.9% |
| 6M | -49.7% | -9.0% | -40.7% | -49.4% |
| YTD | -47.7% | -18.6% | -29.1% | -47.6% |
| 1Y | -61.3% | -27.7% | -33.6% | -61.2% |
| 3Y | -99.2% | -16.9% | -82.3% | -99.2% |
| All | -99.2% | -22.4% | -76.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling