+107.2%
PSK vs VT
+453.6%
-346.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +0.4% | -1.3% | -1.0% |
| 30D | -1.8% | +1.0% | -2.7% | -2.1% |
| 3M | -2.8% | +2.4% | -5.1% | -3.6% |
| 6M | -5.2% | +12.0% | -17.2% | -8.6% |
| YTD | -3.0% | +15.3% | -18.4% | -7.5% |
| 1Y | -4.0% | +22.6% | -26.6% | -10.2% |
| 3Y | +8.7% | +74.7% | -65.9% | -9.5% |
| 5Y | -7.8% | +66.1% | -74.0% | -22.7% |
| 10Y | +17.8% | +225.0% | -207.2% | -19.7% |
| All | +107.2% | +453.6% | -346.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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