-100.0%
VIVK vs PSKY
-20.6%
-79.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | -9.5% | -6.0% | -3.5% | -8.8% |
| 30D | -35.1% | +10.7% | -45.8% | -35.8% |
| 3M | -93.4% | +1.2% | -94.5% | -93.3% |
| 6M | -98.0% | +1.5% | -99.5% | -98.0% |
| YTD | -97.9% | -21.8% | -76.1% | -97.8% |
| 1Y | -100.0% | -30.2% | -69.8% | -100.0% |
| All | -100.0% | -20.6% | -79.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling