+730.1%
NVT vs PSKY
-75.1%
+805.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -1.4% |
| 7D | +7.0% | -6.8% | +13.8% | +8.5% |
| 30D | -2.3% | +10.2% | -12.6% | -4.3% |
| 3M | -3.1% | +0.3% | -3.4% | -3.6% |
| 6M | +47.0% | -7.8% | +54.8% | +48.0% |
| YTD | +56.2% | -23.0% | +79.2% | +61.7% |
| 1Y | +74.5% | -31.6% | +106.2% | +82.7% |
| 3Y | +184.0% | -21.3% | +205.3% | +167.7% |
| 5Y | +410.8% | -71.5% | +482.2% | +502.4% |
| All | +730.1% | -75.1% | +805.3% | +656.3% |
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