+35.6%
VSH vs PSKY
-12.8%
+48.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | +6.2% | +2.4% | +3.8% | +5.9% |
| 30D | -11.1% | +17.5% | -28.6% | -12.9% |
| 3M | -44.9% | +4.4% | -49.4% | -45.3% |
| 6M | +90.0% | -9.0% | +99.0% | +91.4% |
| YTD | +118.8% | -18.6% | +137.4% | +123.5% |
| 1Y | +109.0% | -27.7% | +136.7% | +115.3% |
| 3Y | +35.6% | -16.9% | +52.5% | +30.4% |
| All | +35.6% | -12.8% | +48.4% | +30.4% |
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