-72.1%
PSKY vs VSXY
+37.7%
-109.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -5.0% |
| 7D | -6.8% | -10.7% | +3.9% | -5.8% |
| 30D | +10.2% | -24.3% | +34.5% | +13.5% |
| 3M | +0.3% | +1.0% | -0.7% | -0.3% |
| 6M | -7.8% | +57.4% | -65.1% | -14.6% |
| YTD | -23.0% | +39.8% | -62.8% | -28.2% |
| 1Y | -31.6% | +196.5% | -228.1% | -43.8% |
| 3Y | -21.3% | +357.2% | -378.6% | -45.5% |
| 5Y | -71.5% | +18.9% | -90.4% | -76.9% |
| All | -72.1% | +37.7% | -109.8% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling