+122.1%
VFC vs PSKY
-63.1%
+185.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | +0.5% |
| 7D | +12.3% | -24.6% | +36.9% | +20.0% |
| 30D | +28.9% | -36.1% | +65.1% | +43.7% |
| 3M | +17.8% | -53.8% | +71.6% | +34.0% |
| 6M | +17.8% | -53.8% | +71.6% | +34.0% |
| YTD | +17.8% | -53.8% | +71.6% | +34.0% |
| 1Y | +21.6% | -58.4% | +80.0% | +43.1% |
| 3Y | +11.2% | -40.7% | +51.9% | +8.1% |
| 5Y | -72.9% | -80.0% | +7.1% | -65.0% |
| 10Y | -56.0% | -84.4% | +28.4% | -48.3% |
| All | +122.1% | -63.1% | +185.2% | +71.2% |
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