-18.3%
OVV vs PSKY
-42.2%
+23.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | +11.7% | +24.0% | -12.2% | +3.2% |
| 3M | +9.8% | +2.2% | +7.6% | +8.0% |
| 6M | +26.6% | -9.0% | +35.5% | +27.7% |
| YTD | +67.0% | -18.1% | +85.2% | +72.8% |
| 1Y | +55.9% | -25.1% | +81.0% | +61.7% |
| 3Y | +45.5% | -16.3% | +61.8% | +25.3% |
| 5Y | +157.3% | -70.4% | +227.7% | +212.3% |
| 10Y | +65.0% | -74.2% | +139.2% | +91.4% |
| All | -18.3% | -42.2% | +23.9% | -51.4% |
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