-100.0%
VIVK vs PSKY
-74.6%
-25.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.1% | -9.5% | -7.7% |
| 7D | -4.4% | -2.4% | -2.0% | -4.0% |
| 30D | -40.8% | +11.6% | -52.4% | -41.9% |
| 3M | -94.1% | +1.5% | -95.7% | -94.2% |
| 6M | -98.2% | +7.7% | -105.9% | -98.2% |
| YTD | -98.0% | -20.1% | -77.9% | -98.0% |
| 1Y | -100.0% | -38.3% | -61.7% | -100.0% |
| 3Y | -100.0% | -17.7% | -82.2% | -100.0% |
| 5Y | -100.0% | -69.9% | -30.1% | -100.0% |
| All | -100.0% | -74.6% | -25.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling