-45.4%
PSKY vs VEU
+190.9%
-236.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.1% |
| 7D | +2.4% | +1.7% | +0.7% | +0.5% |
| 30D | +17.5% | +1.0% | +16.5% | +16.2% |
| 3M | +4.4% | +5.6% | -1.2% | -2.4% |
| 6M | -9.0% | +13.7% | -22.7% | -22.4% |
| YTD | -18.6% | +17.7% | -36.3% | -33.5% |
| 1Y | -27.7% | +25.8% | -53.5% | -45.1% |
| 3Y | -16.9% | +77.1% | -94.0% | -57.4% |
| 5Y | -70.3% | +57.1% | -127.4% | -82.3% |
| 10Y | -74.9% | +149.8% | -224.8% | -91.1% |
| All | -45.4% | +190.9% | -236.3% | -85.9% |
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