+15,761.4%
PSA vs VFC
+1,360.5%
+14,400.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | +16.2% | +30.7% | -14.5% | +9.3% |
| 3M | +4.3% | +40.6% | -36.3% | -3.7% |
| 6M | +9.9% | +16.5% | -6.6% | +5.0% |
| YTD | +33.3% | +16.2% | +17.1% | +26.5% |
| 1Y | +25.8% | +42.4% | -16.6% | +13.6% |
| 3Y | +54.8% | +48.1% | +6.7% | +24.5% |
| 5Y | +27.5% | -67.8% | +95.3% | +46.5% |
| 10Y | +134.5% | -48.5% | +183.0% | +116.4% |
| All | +15,761.4% | +1,360.5% | +14,400.9% | +8,487.8% |
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 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