+395.1%
VMC vs PSKY
-42.2%
+437.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.4% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -8.2% | +24.0% | -32.2% | -13.5% |
| 3M | -7.0% | +2.2% | -9.2% | -8.0% |
| 6M | -10.8% | -9.0% | -1.8% | -9.8% |
| YTD | -7.4% | -18.1% | +10.8% | -4.8% |
| 1Y | -9.5% | -25.1% | +15.6% | -6.3% |
| 3Y | +20.5% | -16.3% | +36.8% | +8.8% |
| 5Y | +51.6% | -70.4% | +121.9% | +75.2% |
| 10Y | +150.0% | -74.2% | +224.2% | +148.3% |
| All | +395.1% | -42.2% | +437.3% | +224.8% |
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 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