+192.7%
VLO vs PSKY
-12.8%
+205.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.3% |
| 7D | +5.8% | +2.4% | +3.4% | +5.6% |
| 30D | +28.3% | +17.5% | +10.8% | +27.2% |
| 3M | +48.7% | +4.4% | +44.3% | +48.4% |
| 6M | +71.9% | -9.0% | +80.9% | +72.9% |
| YTD | +138.7% | -18.6% | +157.3% | +141.3% |
| 1Y | +148.5% | -27.7% | +176.2% | +152.6% |
| 3Y | +192.7% | -16.9% | +209.5% | +192.7% |
| All | +192.7% | -12.8% | +205.4% | +192.7% |
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