+143.6%
VMC vs PSKY
-75.1%
+218.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -3.7% | -6.0% | +2.3% | -2.9% |
| 30D | -12.8% | +10.7% | -23.4% | -14.0% |
| 3M | -7.9% | +1.2% | -9.1% | -8.2% |
| 6M | -7.5% | +1.5% | -9.0% | -8.3% |
| YTD | -11.6% | -21.8% | +10.1% | -9.6% |
| 1Y | -14.3% | -30.2% | +15.9% | -11.5% |
| 3Y | +18.5% | -20.1% | +38.6% | +13.8% |
| 5Y | +46.8% | -70.5% | +117.3% | +63.6% |
| All | +143.6% | -75.1% | +218.7% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling