-75.1%
PSKY vs VYM
+209.2%
-284.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.3% |
| 7D | -2.4% | -0.8% | -1.6% | -1.4% |
| 30D | +11.6% | -2.2% | +13.8% | +14.8% |
| 3M | +1.5% | +3.1% | -1.5% | -2.1% |
| 6M | +7.7% | +9.7% | -2.0% | -4.2% |
| YTD | -20.1% | +14.9% | -35.0% | -32.9% |
| 1Y | -38.3% | +17.6% | -55.9% | -49.7% |
| 3Y | -17.7% | +65.3% | -83.0% | -56.8% |
| 5Y | -69.9% | +78.7% | -148.6% | -85.2% |
| All | -75.1% | +209.2% | -284.3% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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