+97.3%
PSK vs VT
+419.5%
-322.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | +0.1% |
| 7D | +0.2% | -4.2% | +4.4% | +1.5% |
| 30D | -0.9% | -5.8% | +4.9% | +1.0% |
| 3M | -6.5% | -5.2% | -1.2% | -4.9% |
| 6M | -8.8% | +0.1% | -8.9% | -9.0% |
| YTD | -7.7% | +8.2% | -15.9% | -10.2% |
| 1Y | -8.7% | +10.1% | -18.8% | -11.7% |
| 3Y | +4.4% | +69.7% | -65.3% | -12.4% |
| 5Y | -12.7% | +53.4% | -66.1% | -24.9% |
| 10Y | +15.5% | +219.2% | -203.7% | -20.5% |
| All | +97.3% | +419.5% | -322.2% | +17.2% |
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