+1,302.8%
VLO vs PSKY
-42.2%
+1,345.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +22.6% | +24.0% | -1.4% | +14.4% |
| 3M | +43.8% | +2.2% | +41.6% | +41.8% |
| 6M | +65.7% | -9.0% | +74.7% | +67.2% |
| YTD | +131.1% | -18.1% | +149.2% | +137.7% |
| 1Y | +143.6% | -25.1% | +168.7% | +152.3% |
| 3Y | +201.4% | -16.3% | +217.7% | +165.9% |
| 5Y | +568.9% | -70.4% | +639.3% | +685.0% |
| 10Y | +891.8% | -74.2% | +966.0% | +893.1% |
| All | +1,302.8% | -42.2% | +1,345.1% | +723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling