+176.4%
VRTX vs PSKY
-70.7%
+247.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -3.4% | +2.4% | -5.8% | -3.6% |
| 30D | +6.6% | +17.5% | -10.9% | +5.5% |
| 3M | +19.4% | +4.4% | +15.0% | +19.0% |
| 6M | +15.8% | -9.0% | +24.8% | +16.2% |
| YTD | +16.7% | -18.6% | +35.3% | +17.7% |
| 1Y | +33.8% | -27.7% | +61.5% | +35.5% |
| 3Y | +54.2% | -16.9% | +71.0% | +51.6% |
| 5Y | +176.4% | -70.3% | +246.6% | +198.2% |
| All | +176.4% | -70.7% | +247.1% | +198.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling