+98.0%
VCIT vs PSKY
+10.3%
+87.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | -0.8% | +24.0% | -24.7% | -1.0% |
| 3M | -1.0% | +2.2% | -3.2% | -1.0% |
| 6M | -1.8% | -9.0% | +7.1% | -1.8% |
| YTD | -0.7% | -18.1% | +17.4% | -0.6% |
| 1Y | +1.0% | -25.1% | +26.1% | +1.1% |
| 3Y | +18.8% | -16.3% | +35.2% | +18.5% |
| 5Y | +3.5% | -70.4% | +73.8% | +3.5% |
| 10Y | +29.2% | -74.2% | +103.4% | +27.0% |
| All | +98.0% | +10.3% | +87.7% | +102.7% |
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 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