-7.8%
NVTS vs PSKY
-68.7%
+60.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.9% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -4.5% | +24.0% | -28.4% | -11.5% |
| 3M | -61.5% | +2.2% | -63.7% | -61.9% |
| 6M | +28.0% | -9.0% | +37.0% | +29.9% |
| YTD | +65.3% | -18.1% | +83.4% | +71.0% |
| 1Y | +113.0% | -25.1% | +138.1% | +124.7% |
| 3Y | +34.7% | -16.3% | +51.0% | +20.1% |
| All | -7.8% | -68.7% | +60.9% | +57.3% |
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