+24.9%
VTEB vs PSKY
-71.2%
+96.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -1.2% | -6.0% | +4.8% | -1.2% |
| 30D | -2.9% | +10.7% | -13.5% | -3.0% |
| 3M | -3.2% | +1.2% | -4.3% | -3.2% |
| 6M | -2.6% | +1.5% | -4.1% | -2.7% |
| YTD | -1.8% | -21.8% | +19.9% | -1.7% |
| 1Y | +0.2% | -30.2% | +30.4% | +0.4% |
| 3Y | +8.2% | -20.1% | +28.3% | +8.0% |
| 5Y | +0.8% | -70.5% | +71.4% | +1.3% |
| 10Y | +17.7% | -75.2% | +92.9% | +14.3% |
| All | +24.9% | -71.2% | +96.1% | +22.1% |
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