-75.1%
PSKY vs VCLT
+17.1%
-92.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.4% | -1.4% | -1.0% | -1.7% |
| 30D | +11.6% | -1.2% | +12.8% | +12.3% |
| 3M | +1.5% | -4.8% | +6.3% | +4.1% |
| 6M | +7.7% | -2.6% | +10.3% | +9.3% |
| YTD | -20.1% | -3.3% | -16.8% | -18.6% |
| 1Y | -38.3% | -4.8% | -33.5% | -36.6% |
| 3Y | -17.7% | +11.5% | -29.3% | -21.6% |
| 5Y | -69.9% | -17.0% | -52.9% | -68.6% |
| All | -75.1% | +17.1% | -92.2% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling