+272.2%
VSH vs PSKY
-42.2%
+314.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.1% | +5.0% |
| 7D | +4.1% | -0.2% | +4.2% | +4.1% |
| 30D | -4.2% | +24.0% | -28.1% | -11.4% |
| 3M | -50.0% | +2.2% | -52.1% | -50.8% |
| 6M | +80.2% | -9.0% | +89.2% | +82.4% |
| YTD | +121.1% | -18.1% | +139.2% | +127.9% |
| 1Y | +112.0% | -25.1% | +137.1% | +119.9% |
| 3Y | +22.5% | -16.3% | +38.9% | +8.6% |
| 5Y | +64.0% | -70.4% | +134.4% | +100.2% |
| 10Y | +170.4% | -74.2% | +244.5% | +176.4% |
| All | +272.2% | -42.2% | +314.4% | +104.3% |
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