-70.5%
PSKY vs VIG
+61.5%
-132.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +2.1% |
| 7D | -6.0% | -2.2% | -3.8% | -3.5% |
| 30D | +10.7% | -3.2% | +13.9% | +15.0% |
| 3M | +1.2% | +3.0% | -1.9% | -2.2% |
| 6M | +1.5% | +8.1% | -6.6% | -7.4% |
| YTD | -21.8% | +9.1% | -30.8% | -29.3% |
| 1Y | -30.2% | +12.6% | -42.7% | -39.1% |
| 3Y | -20.1% | +55.4% | -75.5% | -55.4% |
| 5Y | -70.5% | +62.8% | -133.3% | -84.9% |
| All | -70.5% | +61.5% | -132.0% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling