+2.1%
VTRS vs PSKY
-45.6%
+47.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.6% |
| 7D | -3.5% | -6.8% | +3.4% | -1.8% |
| 30D | +2.1% | +10.2% | -8.1% | -0.4% |
| 3M | +2.6% | +0.3% | +2.3% | +2.1% |
| 6M | +17.8% | -7.8% | +25.5% | +18.5% |
| YTD | +35.7% | -23.0% | +58.6% | +41.0% |
| 1Y | +63.5% | -31.6% | +95.1% | +72.4% |
| 3Y | +85.1% | -21.3% | +106.4% | +74.1% |
| 5Y | +42.5% | -71.5% | +114.0% | +65.8% |
| 10Y | -48.2% | -75.6% | +27.4% | -45.3% |
| All | +2.1% | -45.6% | +47.7% | -31.9% |
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