-46.3%
VG vs PSKY
-34.5%
-11.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.6% | -0.1% |
| 7D | -3.3% | -24.6% | +21.2% | -12.7% |
| 30D | -16.5% | -36.1% | +19.7% | -30.2% |
| 3M | +70.3% | -58.0% | +128.3% | +38.6% |
| 6M | +70.3% | -58.0% | +128.3% | +38.6% |
| YTD | +70.3% | -58.0% | +128.3% | +38.6% |
| 1Y | +40.5% | -58.4% | +98.8% | +14.5% |
| All | -46.3% | -34.5% | -11.8% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling