+99.2%
PSA vs VFC
-70.4%
+169.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -3.6% | -3.3% | -0.4% | -3.2% |
| 30D | -9.4% | -14.0% | +4.6% | -7.4% |
| 3M | -8.2% | -22.6% | +14.4% | -5.2% |
| 6M | -1.8% | -24.7% | +22.9% | +1.6% |
| YTD | +15.7% | -29.0% | +44.7% | +20.6% |
| 1Y | +6.3% | -13.8% | +20.1% | +7.0% |
| 3Y | +21.6% | -28.2% | +49.8% | +17.7% |
| 5Y | +13.5% | -79.0% | +92.5% | +35.5% |
| All | +99.2% | -70.4% | +169.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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