-70.4%
PSKY vs VSXY
+22.6%
-93.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +11.6% | -18.7% | +30.3% | +14.3% |
| 3M | +1.5% | -4.0% | +5.5% | +1.5% |
| 6M | +7.7% | +67.5% | -59.8% | -2.5% |
| YTD | -20.1% | +39.7% | -59.8% | -26.3% |
| 1Y | -38.3% | +180.0% | -218.3% | -50.4% |
| 3Y | -17.7% | +337.3% | -355.0% | -47.0% |
| All | -70.4% | +22.6% | -93.1% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling