-25.5%
VFC vs PSKY
-12.8%
-12.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.8% | +2.4% | -1.5% | +0.3% |
| 30D | -11.9% | +17.5% | -29.5% | -15.3% |
| 3M | -20.2% | +4.4% | -24.6% | -21.2% |
| 6M | -23.0% | -9.0% | -14.0% | -21.8% |
| YTD | -26.2% | -18.6% | -7.6% | -23.7% |
| 1Y | -13.3% | -27.7% | +14.4% | -9.5% |
| 3Y | -25.5% | -16.9% | -8.6% | -33.7% |
| All | -25.5% | -12.8% | -12.7% | -33.7% |
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