+1,376.4%
VST vs PSKY
-85.1%
+1,461.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.7% |
| 7D | -5.9% | -24.6% | +18.7% | -2.3% |
| 30D | +8.2% | -36.1% | +44.3% | +14.6% |
| 3M | -4.9% | -34.6% | +29.6% | -0.1% |
| 6M | -7.9% | -40.5% | +32.7% | -2.1% |
| YTD | -5.4% | -47.7% | +42.3% | +1.7% |
| 1Y | -27.3% | -58.4% | +31.0% | -19.5% |
| 3Y | +383.0% | -40.7% | +423.7% | +376.8% |
| 5Y | +741.7% | -80.0% | +821.7% | +880.3% |
| All | +1,376.4% | -85.1% | +1,461.5% | +1,292.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling