+94.2%
VCIT vs PSKY
-29.5%
+123.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | 0.0% |
| 7D | +0.8% | -24.6% | +25.3% | +1.0% |
| 30D | -0.7% | -36.1% | +35.5% | -0.3% |
| 3M | -1.5% | -53.4% | +51.9% | -1.0% |
| 6M | -1.5% | -53.4% | +51.9% | -1.0% |
| YTD | -1.5% | -53.4% | +51.9% | -1.0% |
| 1Y | -2.4% | -58.4% | +55.9% | -1.8% |
| 3Y | +20.0% | -40.7% | +60.6% | +19.9% |
| 5Y | +2.9% | -80.0% | +82.9% | +3.1% |
| 10Y | +27.4% | -84.4% | +111.8% | +25.4% |
| All | +94.2% | -29.5% | +123.7% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling