+52.4%
PSA vs VCLT
+14.4%
+37.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -1.4% | -2.3% | +0.8% | +0.9% |
| 30D | +15.2% | +0.8% | +14.4% | +14.3% |
| 3M | +2.2% | -2.7% | +4.9% | +5.1% |
| 6M | +11.7% | -4.3% | +16.0% | +16.8% |
| YTD | +32.0% | -4.3% | +36.3% | +38.1% |
| 1Y | +26.3% | -4.4% | +30.6% | +32.2% |
| 3Y | +52.4% | +13.8% | +38.6% | +36.5% |
| All | +52.4% | +14.4% | +37.9% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling