+225.3%
VSH vs PSKY
-63.1%
+288.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.2% | -2.4% |
| 7D | -18.6% | -24.6% | +6.0% | -13.0% |
| 30D | -10.0% | -36.1% | +26.1% | -0.5% |
| 3M | +45.4% | -77.9% | +123.3% | +65.3% |
| 6M | +45.4% | -77.9% | +123.3% | +65.3% |
| YTD | +45.4% | -77.9% | +123.3% | +65.3% |
| 1Y | +45.4% | -77.9% | +123.3% | +65.3% |
| 3Y | +45.4% | -77.9% | +123.3% | +65.3% |
| 5Y | +57.3% | -80.0% | +137.3% | +86.9% |
| 10Y | +141.7% | -84.4% | +226.1% | +154.4% |
| All | +225.3% | -63.1% | +288.4% | +78.1% |
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 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