-32.6%
PSKY vs VIG
+623.5%
-656.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.0% |
| 7D | -0.2% | -0.4% | +0.2% | +0.5% |
| 30D | +24.0% | -1.0% | +24.9% | +25.8% |
| 3M | +2.2% | +2.8% | -0.6% | -1.7% |
| 6M | -9.0% | +8.2% | -17.2% | -19.0% |
| YTD | -18.1% | +11.0% | -29.2% | -29.8% |
| 1Y | -25.1% | +16.1% | -41.2% | -39.8% |
| 3Y | -16.3% | +56.2% | -72.5% | -57.5% |
| 5Y | -70.4% | +63.0% | -133.4% | -85.7% |
| 10Y | -74.2% | +241.4% | -315.6% | -96.3% |
| All | -32.6% | +623.5% | -656.1% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling