+183.8%
VXUS vs PSKY
-29.0%
+212.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +2.2% | +24.0% | -21.8% | -1.6% |
| 3M | +3.0% | +2.2% | +0.8% | +2.3% |
| 6M | +10.7% | -9.0% | +19.6% | +11.6% |
| YTD | +17.8% | -18.1% | +36.0% | +20.3% |
| 1Y | +27.6% | -25.1% | +52.7% | +30.9% |
| 3Y | +73.3% | -16.3% | +89.6% | +64.0% |
| 5Y | +54.3% | -70.4% | +124.7% | +74.1% |
| 10Y | +149.8% | -74.2% | +224.0% | +147.2% |
| All | +183.8% | -29.0% | +212.8% | +65.7% |
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