+33.7%
VRTX vs PSKY
-40.3%
+74.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.8% |
| 7D | -2.0% | -24.6% | +22.5% | -2.1% |
| 30D | -3.8% | -36.1% | +32.3% | -3.8% |
| 3M | +16.3% | -37.1% | +53.4% | +16.2% |
| 6M | +14.7% | -40.5% | +55.2% | +14.9% |
| YTD | +10.2% | -47.7% | +57.9% | +10.9% |
| 1Y | +22.3% | -58.4% | +80.7% | +24.3% |
| All | +33.7% | -40.3% | +74.0% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling