+2,414.3%
NVO vs PSKY
-45.6%
+2,460.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.0% | -0.7% |
| 7D | -4.7% | -6.8% | +2.1% | -3.9% |
| 30D | -5.4% | +10.2% | -15.7% | -6.6% |
| 3M | +7.0% | +0.3% | +6.7% | +6.8% |
| 6M | +17.6% | -7.8% | +25.4% | +18.3% |
| YTD | -8.0% | -23.0% | +14.9% | -5.8% |
| 1Y | -13.8% | -31.6% | +17.8% | -11.0% |
| 3Y | -50.3% | -21.3% | -28.9% | -51.5% |
| 5Y | +0.7% | -71.5% | +72.1% | +9.2% |
| 10Y | +155.6% | -75.6% | +231.2% | +160.5% |
| All | +2,414.3% | -45.6% | +2,460.0% | +1,987.6% |
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 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