+273.0%
VNQ vs PSKY
-45.6%
+318.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | +0.6% |
| 7D | -0.9% | -6.8% | +6.0% | +1.2% |
| 30D | -2.2% | +10.2% | -12.5% | -5.2% |
| 3M | -1.9% | +0.3% | -2.2% | -2.6% |
| 6M | +3.2% | -7.8% | +11.0% | +4.1% |
| YTD | +9.4% | -23.0% | +32.4% | +14.8% |
| 1Y | +7.5% | -31.6% | +39.2% | +14.8% |
| 3Y | +31.1% | -21.3% | +52.4% | +19.6% |
| 5Y | +6.6% | -71.5% | +78.0% | +26.3% |
| 10Y | +63.9% | -75.6% | +139.6% | +63.0% |
| All | +273.0% | -45.6% | +318.6% | +71.1% |
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