+1,977.8%
VRT vs PSKY
-84.0%
+2,061.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.8% | +0.9% | -2.9% |
| 7D | -15.0% | -24.6% | +9.6% | -10.6% |
| 30D | -13.0% | -36.1% | +23.1% | -5.8% |
| 3M | -39.3% | -37.1% | -2.2% | -33.3% |
| 6M | -29.8% | -40.5% | +10.7% | -22.3% |
| YTD | +27.5% | -47.7% | +75.2% | +42.8% |
| 1Y | +16.2% | -58.4% | +74.6% | +35.0% |
| 3Y | +409.8% | -40.7% | +450.4% | +407.2% |
| 5Y | +805.1% | -80.0% | +885.2% | +1,030.8% |
| All | +1,977.8% | -84.0% | +2,061.7% | +1,592.5% |
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