+62.5%
VWO vs PSKY
-18.9%
+81.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -1.8% | -2.4% | +0.6% | -1.6% |
| 30D | -0.1% | +11.6% | -11.7% | -0.8% |
| 3M | +2.2% | +1.5% | +0.7% | +2.0% |
| 6M | +8.8% | +7.7% | +1.0% | +8.1% |
| YTD | +12.4% | -20.1% | +32.5% | +13.5% |
| 1Y | +15.6% | -38.3% | +53.9% | +18.3% |
| 3Y | +62.5% | -17.7% | +80.3% | +57.0% |
| All | +62.5% | -18.9% | +81.5% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling