-12.1%
OVV vs PSKY
-63.1%
+50.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.8% | +9.7% | +6.5% |
| 7D | +8.5% | -24.6% | +33.1% | +17.9% |
| 30D | +6.6% | -36.1% | +42.7% | +22.6% |
| 3M | +11.0% | -34.6% | +45.6% | +23.8% |
| 6M | +25.7% | -40.5% | +66.2% | +44.5% |
| YTD | +79.6% | -47.7% | +127.3% | +111.5% |
| 1Y | +94.6% | -58.4% | +153.0% | +145.9% |
| 3Y | +48.3% | -40.7% | +88.9% | +39.3% |
| 5Y | +99.9% | -80.0% | +179.9% | +168.9% |
| 10Y | +56.4% | -84.4% | +140.8% | +111.5% |
| All | -12.1% | -63.1% | +50.9% | -40.5% |
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