+100.5%
PSA vs VCLT
+17.1%
+83.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.8% | -1.4% | -0.5% | -1.1% |
| 30D | -8.4% | -1.2% | -7.2% | -7.8% |
| 3M | -7.8% | -4.8% | -3.1% | -5.5% |
| 6M | +0.8% | -2.6% | +3.4% | +2.2% |
| YTD | +16.5% | -3.3% | +19.8% | +18.6% |
| 1Y | +4.7% | -4.8% | +9.5% | +7.4% |
| 3Y | +21.1% | +11.5% | +9.5% | +15.9% |
| 5Y | +14.2% | -17.0% | +31.2% | +20.5% |
| All | +100.5% | +17.1% | +83.4% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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