-64.9%
PSKY vs VEU
+176.3%
-241.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.3% | -4.9% |
| 7D | -24.6% | -1.5% | -23.0% | -24.8% |
| 30D | -36.1% | -2.8% | -33.3% | -36.5% |
| 3M | -85.1% | +149.9% | -235.0% | -61.7% |
| 6M | -85.1% | +149.9% | -235.0% | -61.7% |
| YTD | -85.1% | +149.9% | -235.0% | -61.7% |
| 1Y | -85.1% | +149.9% | -235.0% | -61.7% |
| 3Y | -85.1% | +149.9% | -235.0% | -61.7% |
| 5Y | -85.1% | +149.9% | -235.0% | -61.7% |
| 10Y | -84.4% | +145.3% | -229.7% | -59.1% |
| All | -64.9% | +176.3% | -241.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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