+425.8%
VRTX vs PSKY
-75.1%
+500.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.8% | -1.4% |
| 7D | -7.8% | -6.0% | -1.8% | -7.3% |
| 30D | -2.8% | +10.7% | -13.5% | -3.8% |
| 3M | +18.1% | +1.2% | +16.9% | +17.8% |
| 6M | +3.1% | +1.5% | +1.6% | +2.6% |
| YTD | +13.5% | -21.8% | +35.3% | +15.3% |
| 1Y | +32.4% | -30.2% | +62.6% | +35.2% |
| 3Y | +50.0% | -20.1% | +70.1% | +46.8% |
| 5Y | +172.9% | -70.5% | +243.4% | +192.1% |
| All | +425.8% | -75.1% | +500.9% | +453.2% |
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