+377.4%
VT vs PSKY
-20.1%
+397.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +1.0% | +24.0% | -23.0% | -3.9% |
| 3M | +2.4% | +2.2% | +0.2% | +1.5% |
| 6M | +12.0% | -9.0% | +21.0% | +13.2% |
| YTD | +15.3% | -18.1% | +33.5% | +18.3% |
| 1Y | +22.6% | -25.1% | +47.7% | +26.5% |
| 3Y | +74.7% | -16.3% | +91.0% | +61.7% |
| 5Y | +66.1% | -70.4% | +136.5% | +89.9% |
| 10Y | +225.0% | -74.2% | +299.2% | +226.7% |
| All | +377.4% | -20.1% | +397.6% | +187.7% |
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