+47.7%
VMC vs PSKY
-71.8%
+119.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -2.8% |
| 7D | -5.3% | -6.8% | +1.5% | -4.8% |
| 30D | -12.3% | +10.2% | -22.5% | -12.9% |
| 3M | -10.3% | +0.3% | -10.6% | -10.4% |
| 6M | -8.6% | -7.8% | -0.8% | -8.3% |
| YTD | -11.9% | -23.0% | +11.1% | -10.6% |
| 1Y | -13.9% | -31.6% | +17.7% | -12.1% |
| 3Y | +18.2% | -21.3% | +39.5% | +15.7% |
| 5Y | +47.7% | -71.5% | +119.2% | +64.8% |
| All | +47.7% | -71.8% | +119.6% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling