+5.8%
PSA vs VFC
-15.2%
+21.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | -2.2% | -2.3% | +0.1% | -1.9% |
| 30D | -9.6% | -13.4% | +3.8% | -7.5% |
| 3M | -7.9% | -23.7% | +15.8% | -4.5% |
| 6M | -2.0% | -24.5% | +22.5% | +1.4% |
| YTD | +15.7% | -27.8% | +43.6% | +20.2% |
| 1Y | +5.8% | -13.5% | +19.2% | +6.7% |
| All | +5.8% | -15.2% | +21.0% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling