+63.4%
OVV vs PSKY
-84.8%
+148.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.8% | +9.7% | +6.3% |
| 7D | +8.5% | -24.6% | +33.1% | +16.7% |
| 30D | +6.6% | -36.1% | +42.7% | +20.7% |
| 3M | +67.1% | -38.5% | +105.6% | +81.3% |
| 6M | +67.1% | -38.5% | +105.6% | +81.3% |
| YTD | +67.1% | -38.5% | +105.6% | +81.3% |
| 1Y | +67.1% | -38.5% | +105.6% | +81.3% |
| 3Y | +48.3% | -40.7% | +88.9% | +61.3% |
| 5Y | +99.9% | -80.0% | +179.9% | +214.9% |
| All | +63.4% | -84.8% | +148.1% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling