+224.2%
VT vs PSKY
-85.1%
+309.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.4% |
| 7D | -1.9% | -24.6% | +22.7% | +0.8% |
| 30D | -0.9% | -36.1% | +35.2% | +3.5% |
| 3M | +14.1% | -53.4% | +67.4% | +20.3% |
| 6M | +14.1% | -53.4% | +67.4% | +20.3% |
| YTD | +14.1% | -53.4% | +67.4% | +20.3% |
| 1Y | +15.8% | -58.4% | +74.2% | +24.1% |
| 3Y | +76.3% | -40.7% | +117.0% | +70.2% |
| 5Y | +64.3% | -80.0% | +144.3% | +84.1% |
| All | +224.2% | -85.1% | +309.3% | +208.6% |
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