-20.7%
PSKY vs VCLT
+12.6%
-33.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | -6.8% | 0.0% | -6.9% | -6.8% |
| 30D | +10.2% | +0.1% | +10.1% | +10.2% |
| 3M | +0.3% | -2.9% | +3.2% | +2.9% |
| 6M | -7.8% | -4.0% | -3.8% | -4.3% |
| YTD | -23.0% | -2.2% | -20.7% | -21.3% |
| 1Y | -31.6% | -2.6% | -29.1% | -29.9% |
| All | -20.7% | +12.6% | -33.3% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling