-75.1%
PSKY vs VIG
+250.0%
-325.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.3% |
| 7D | -2.4% | -1.1% | -1.3% | -1.2% |
| 30D | +11.6% | -2.7% | +14.3% | +15.2% |
| 3M | +1.5% | +2.5% | -1.0% | -1.3% |
| 6M | +7.7% | +9.2% | -1.5% | -2.7% |
| YTD | -20.1% | +9.8% | -29.9% | -28.3% |
| 1Y | -38.3% | +12.4% | -50.7% | -46.1% |
| 3Y | -17.7% | +55.9% | -73.6% | -51.8% |
| 5Y | -69.9% | +63.9% | -133.8% | -83.1% |
| All | -75.1% | +250.0% | -325.2% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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