-70.4%
PSKY vs VICR
+57.6%
-128.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.2% | -9.0% | +0.7% |
| 7D | -2.4% | +5.0% | -7.4% | -3.0% |
| 30D | +11.6% | -12.5% | +24.1% | +13.0% |
| 3M | +1.5% | -33.6% | +35.1% | +5.0% |
| 6M | +7.7% | +10.7% | -3.0% | +1.1% |
| YTD | -20.1% | +80.6% | -100.7% | -31.6% |
| 1Y | -38.3% | +288.4% | -326.6% | -54.6% |
| 3Y | -17.7% | +213.8% | -231.5% | -41.8% |
| All | -70.4% | +57.6% | -128.1% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling