+506.1%
NVS vs PSKY
-45.6%
+551.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.5% |
| 7D | -15.4% | -6.8% | -8.5% | -14.7% |
| 30D | -12.3% | +10.2% | -22.6% | -13.3% |
| 3M | -7.8% | +0.3% | -8.1% | -8.0% |
| 6M | -13.0% | -7.8% | -5.2% | -12.6% |
| YTD | +2.8% | -23.0% | +25.7% | +4.9% |
| 1Y | +10.6% | -31.6% | +42.3% | +13.7% |
| 3Y | +55.1% | -21.3% | +76.4% | +50.7% |
| 5Y | +91.7% | -71.5% | +163.1% | +106.4% |
| 10Y | +181.2% | -75.6% | +256.8% | +183.5% |
| All | +506.1% | -45.6% | +551.7% | +388.5% |
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