+23.1%
PSA vs VFC
-25.6%
+48.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.1% |
| 7D | -0.4% | +0.8% | -1.3% | -0.5% |
| 30D | -8.2% | -11.9% | +3.8% | -6.8% |
| 3M | -2.1% | -20.2% | +18.0% | 0.0% |
| 6M | -0.2% | -23.0% | +22.8% | +2.3% |
| YTD | +18.5% | -26.2% | +44.7% | +21.8% |
| 1Y | +6.6% | -13.3% | +19.9% | +7.3% |
| All | +23.1% | -25.6% | +48.7% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling