-78.3%
PSKY vs VT
+58.6%
-136.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.2% |
| 7D | -24.6% | -1.9% | -22.7% | -23.3% |
| 30D | -36.1% | -0.9% | -35.2% | -35.6% |
| 3M | -53.4% | +14.1% | -67.4% | -60.5% |
| 6M | -53.4% | +14.1% | -67.4% | -60.5% |
| YTD | -53.4% | +14.1% | -67.4% | -60.5% |
| 1Y | -58.4% | +15.8% | -74.2% | -65.4% |
| 3Y | -40.7% | +76.3% | -117.0% | -72.3% |
| All | -78.3% | +58.6% | -136.9% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling