-9.5%
VMC vs PSKY
-26.0%
+16.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.0% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -8.2% | +24.0% | -32.2% | -8.8% |
| 3M | -7.0% | +2.2% | -9.2% | -7.4% |
| 6M | -10.8% | -9.0% | -1.8% | -11.0% |
| YTD | -7.4% | -18.1% | +10.8% | -6.8% |
| 1Y | -9.5% | -25.1% | +15.6% | -8.3% |
| All | -9.5% | -26.0% | +16.5% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling