-46.3%
PSKY vs VYM
+487.3%
-533.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.7% |
| 7D | -6.8% | -1.0% | -5.9% | -5.5% |
| 30D | +10.2% | -2.0% | +12.3% | +13.6% |
| 3M | +0.3% | +3.1% | -2.8% | -3.9% |
| 6M | -7.8% | +8.9% | -16.6% | -18.5% |
| YTD | -23.0% | +14.7% | -37.7% | -36.9% |
| 1Y | -31.6% | +19.4% | -51.1% | -47.1% |
| 3Y | -21.3% | +65.4% | -86.7% | -62.4% |
| 5Y | -71.5% | +77.6% | -149.0% | -87.3% |
| 10Y | -75.6% | +207.8% | -283.4% | -95.3% |
| All | -46.3% | +487.3% | -533.6% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling