-85.1%
PSKY vs VT
+226.1%
-311.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -5.3% |
| 7D | -24.6% | -1.9% | -22.7% | -25.4% |
| 30D | -36.1% | -0.9% | -35.2% | -36.5% |
| 3M | -78.6% | +58.9% | -137.5% | -56.0% |
| 6M | -78.6% | +58.9% | -137.5% | -56.0% |
| YTD | -78.6% | +58.9% | -137.5% | -56.0% |
| 1Y | -78.6% | +58.9% | -137.5% | -56.0% |
| 3Y | -78.6% | +58.9% | -137.5% | -56.0% |
| 5Y | -80.0% | +64.3% | -144.3% | -60.5% |
| All | -85.1% | +226.1% | -311.2% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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