+601.6%
PSA vs VCLT
+103.4%
+498.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -7.7% | -0.9% | -6.9% | -7.5% |
| 3M | -0.6% | -3.2% | +2.6% | +0.5% |
| 6M | -0.9% | -3.8% | +2.9% | +0.4% |
| YTD | +18.7% | -2.0% | +20.7% | +19.5% |
| 1Y | +7.6% | -0.8% | +8.4% | +8.0% |
| 3Y | +23.7% | +12.3% | +11.4% | +20.2% |
| 5Y | +13.7% | -15.4% | +29.1% | +15.0% |
| 10Y | +98.9% | +15.7% | +83.1% | +99.0% |
| All | +601.6% | +103.4% | +498.2% | +791.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling