-17.7%
PSKY vs NVMI
+207.9%
-225.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +11.6% | -8.4% | +20.0% | +12.1% |
| 3M | +1.5% | -33.6% | +35.1% | +3.8% |
| 6M | +7.7% | -14.7% | +22.4% | +7.8% |
| YTD | -20.1% | +13.2% | -33.3% | -22.3% |
| 1Y | -38.3% | +29.0% | -67.3% | -40.7% |
| 3Y | -17.7% | +215.0% | -232.7% | -37.7% |
| All | -17.7% | +207.9% | -225.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 3y: compounded portfolio wealth divided by compounded NVMI 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…
3y analysis · Full analysis span regression · 6 months rolling