+52.5%
V vs PSKY
-12.8%
+65.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | -1.1% | +2.4% | -3.5% | -1.2% |
| 30D | +1.9% | +17.5% | -15.6% | +1.3% |
| 3M | +15.5% | +4.4% | +11.1% | +15.3% |
| 6M | +16.6% | -9.0% | +25.6% | +16.8% |
| YTD | +5.7% | -18.6% | +24.3% | +6.1% |
| 1Y | +8.6% | -27.7% | +36.3% | +9.1% |
| 3Y | +52.5% | -16.9% | +69.4% | +45.7% |
| All | +52.5% | -12.8% | +65.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling