-38.9%
PSKY vs VICR
+1,145.2%
-1,184.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.5% | -4.2% |
| 7D | -6.8% | +1.3% | -8.1% | -7.2% |
| 30D | +10.2% | -11.9% | +22.2% | +12.9% |
| 3M | +0.3% | -35.1% | +35.4% | +7.2% |
| 6M | -7.8% | +8.1% | -15.9% | -17.0% |
| YTD | -23.0% | +67.8% | -90.7% | -39.6% |
| 1Y | -31.6% | +267.3% | -298.9% | -57.6% |
| 3Y | -21.3% | +191.2% | -212.5% | -53.7% |
| 5Y | -71.5% | +48.1% | -119.5% | -82.1% |
| 10Y | -75.6% | +1,546.1% | -1,621.7% | -94.1% |
| All | -38.9% | +1,145.2% | -1,184.1% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling