-75.1%
PSKY vs VICR
+1,679.8%
-1,754.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.2% | -9.0% | +0.4% |
| 7D | -2.4% | +5.0% | -7.4% | -3.2% |
| 30D | +11.6% | -12.5% | +24.1% | +13.4% |
| 3M | +1.5% | -33.6% | +35.1% | +5.8% |
| 6M | +7.7% | +10.7% | -3.0% | +0.1% |
| YTD | -20.1% | +80.6% | -100.7% | -33.1% |
| 1Y | -38.3% | +288.4% | -326.6% | -56.1% |
| 3Y | -17.7% | +213.8% | -231.5% | -43.8% |
| 5Y | -69.9% | +58.8% | -128.7% | -78.5% |
| All | -75.1% | +1,679.8% | -1,754.9% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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