-71.5%
PSKY vs VO
+42.2%
-113.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.4% |
| 7D | -6.8% | -0.6% | -6.2% | -6.2% |
| 30D | +10.2% | -1.9% | +12.2% | +12.8% |
| 3M | +0.3% | +3.3% | -3.0% | -3.4% |
| 6M | -7.8% | +9.7% | -17.4% | -17.2% |
| YTD | -23.0% | +12.6% | -35.6% | -33.0% |
| 1Y | -31.6% | +13.6% | -45.3% | -41.1% |
| 3Y | -21.3% | +56.8% | -78.1% | -55.5% |
| 5Y | -71.5% | +42.3% | -113.7% | -82.8% |
| All | -71.5% | +42.2% | -113.7% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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