+137.9%
VGT vs PSKY
-70.1%
+208.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | -0.2% | -2.4% | +2.2% | +0.1% |
| 30D | -0.4% | +11.6% | -12.0% | -1.8% |
| 3M | +4.4% | +1.5% | +2.9% | +4.0% |
| 6M | +32.1% | +7.7% | +24.4% | +30.4% |
| YTD | +28.8% | -20.1% | +48.9% | +31.1% |
| 1Y | +35.3% | -38.3% | +73.6% | +41.5% |
| 3Y | +124.8% | -17.7% | +142.5% | +115.8% |
| All | +137.9% | -70.1% | +208.0% | +173.5% |
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