+60.9%
VZ vs PSKY
-84.8%
+145.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.0% |
| 7D | +7.5% | -24.6% | +32.1% | +8.4% |
| 30D | -11.3% | -36.1% | +24.8% | -10.1% |
| 3M | +19.3% | -53.4% | +72.7% | +21.1% |
| 6M | +19.3% | -53.4% | +72.7% | +21.1% |
| YTD | +19.3% | -53.4% | +72.7% | +21.1% |
| 1Y | +18.4% | -58.4% | +76.7% | +21.1% |
| 3Y | +74.3% | -40.7% | +115.0% | +69.4% |
| 5Y | +18.0% | -80.0% | +98.0% | +22.3% |
| All | +60.9% | -84.8% | +145.7% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling