-38.9%
PSKY vs NVMI
+15,284.8%
-15,323.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -6.8% | +6.9% | -13.8% | -7.8% |
| 30D | +10.2% | -2.8% | +13.1% | +10.6% |
| 3M | +0.3% | -27.3% | +27.6% | +4.1% |
| 6M | -7.8% | -13.7% | +5.9% | -7.4% |
| YTD | -23.0% | +13.8% | -36.8% | -26.4% |
| 1Y | -31.6% | +34.9% | -66.5% | -36.6% |
| 3Y | -21.3% | +213.5% | -234.9% | -38.7% |
| 5Y | -71.5% | +272.5% | -343.9% | -78.7% |
| 10Y | -75.6% | +3,142.4% | -3,218.0% | -87.0% |
| All | -38.9% | +15,284.8% | -15,323.7% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling