+288.6%
VLO vs PSKY
-39.6%
+328.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +5.0% | +0.2% |
| 7D | +2.5% | -24.6% | +27.1% | +2.7% |
| 30D | +16.1% | -36.1% | +52.3% | +16.4% |
| 3M | +80.8% | -36.0% | +116.8% | +80.7% |
| 6M | +85.6% | -40.5% | +126.1% | +86.2% |
| YTD | +177.2% | -47.7% | +224.9% | +180.2% |
| 1Y | +190.4% | -58.4% | +248.7% | +198.5% |
| All | +288.6% | -39.6% | +328.2% | +270.2% |
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