+13.1%
PSA vs VFC
-78.7%
+91.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 3M | -7.9% | -23.7% | +15.8% | -5.1% |
| 6M | -2.0% | -24.5% | +22.5% | +0.9% |
| YTD | +15.7% | -27.8% | +43.6% | +19.6% |
| 1Y | +5.8% | -13.5% | +19.2% | +6.5% |
| 3Y | +21.6% | -27.1% | +48.7% | +18.3% |
| 5Y | +13.1% | -79.0% | +92.1% | +26.8% |
| All | +13.1% | -78.7% | +91.8% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling