-71.1%
PSKY vs VSXY
+37.5%
-108.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +11.6% | -18.7% | +30.3% | +14.0% |
| 3M | +1.5% | -4.0% | +5.5% | +1.5% |
| 6M | +7.7% | +67.5% | -59.8% | -1.1% |
| YTD | -20.1% | +39.7% | -59.8% | -25.5% |
| 1Y | -38.3% | +180.0% | -218.3% | -48.8% |
| 3Y | -17.7% | +337.3% | -355.0% | -42.5% |
| 5Y | -69.9% | +22.7% | -92.6% | -75.5% |
| All | -71.1% | +37.5% | -108.6% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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