-38.5%
PSKY vs VLTO
+33.6%
-72.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -24.6% | +4.2% | -28.8% | -25.7% |
| 30D | -36.1% | +5.1% | -41.2% | -37.2% |
| 3M | -53.4% | +3.0% | -56.4% | -54.0% |
| 6M | -53.4% | +3.0% | -56.4% | -54.0% |
| YTD | -53.4% | +3.0% | -56.4% | -54.0% |
| 1Y | -58.4% | -0.3% | -58.1% | -58.4% |
| 3Y | -40.7% | +38.0% | -78.7% | -50.2% |
| All | -38.5% | +33.6% | -72.1% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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