+14,023.4%
PSA vs VFC
+845.1%
+13,178.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.8% |
| 7D | -3.7% | -1.6% | -2.1% | -3.3% |
| 30D | -7.7% | -11.6% | +3.9% | -5.2% |
| 3M | -0.6% | -18.1% | +17.5% | +3.1% |
| 6M | -0.9% | -27.4% | +26.4% | +5.2% |
| YTD | +18.7% | -24.8% | +43.5% | +24.6% |
| 1Y | +7.6% | -8.2% | +15.8% | +6.9% |
| 3Y | +23.7% | -29.1% | +52.8% | +17.2% |
| 5Y | +13.7% | -79.2% | +92.8% | +44.0% |
| 10Y | +98.9% | -68.1% | +167.0% | +105.4% |
| All | +14,023.4% | +845.1% | +13,178.3% | +8,357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling