+1.3%
VTRS vs PSKY
-44.8%
+46.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -3.3% | -6.0% | +2.7% | -1.9% |
| 30D | +1.4% | +10.7% | -9.3% | -1.2% |
| 3M | +4.6% | +1.2% | +3.5% | +3.9% |
| 6M | +18.1% | +1.5% | +16.6% | +16.1% |
| YTD | +34.7% | -21.8% | +56.4% | +39.4% |
| 1Y | +65.6% | -30.2% | +95.8% | +73.7% |
| 3Y | +83.8% | -20.1% | +103.9% | +72.2% |
| 5Y | +46.5% | -70.5% | +117.0% | +68.9% |
| 10Y | -48.6% | -75.2% | +26.7% | -45.9% |
| All | +1.3% | -44.8% | +46.1% | -32.6% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling