+76.0%
VFC vs PSKY
-42.2%
+118.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -11.6% | +24.0% | -35.6% | -17.4% |
| 3M | -18.1% | +2.2% | -20.3% | -19.0% |
| 6M | -27.4% | -9.0% | -18.4% | -26.0% |
| YTD | -24.8% | -18.1% | -6.7% | -21.9% |
| 1Y | -8.2% | -25.1% | +16.9% | -4.2% |
| 3Y | -29.1% | -16.3% | -12.8% | -33.4% |
| 5Y | -79.2% | -70.4% | -8.8% | -74.4% |
| 10Y | -68.1% | -74.2% | +6.1% | -65.6% |
| All | +76.0% | -42.2% | +118.3% | +26.9% |
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