-70.5%
PSKY vs VCLT
-17.3%
-53.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.3% |
| 7D | -6.0% | -1.3% | -4.7% | -5.2% |
| 30D | +10.7% | -1.1% | +11.8% | +11.5% |
| 3M | +1.2% | -3.7% | +4.8% | +3.6% |
| 6M | +1.5% | -4.0% | +5.5% | +4.3% |
| YTD | -21.8% | -3.4% | -18.4% | -20.0% |
| 1Y | -30.2% | -4.1% | -26.0% | -28.2% |
| 3Y | -20.1% | +11.0% | -31.1% | -24.4% |
| 5Y | -70.5% | -17.0% | -53.5% | -75.7% |
| All | -70.5% | -17.3% | -53.2% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling