+730.2%
PSA vs VIG
+623.5%
+106.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.7% |
| 7D | -3.7% | -0.4% | -3.2% | -3.2% |
| 30D | -7.7% | -1.0% | -6.8% | -6.7% |
| 3M | -0.6% | +2.8% | -3.4% | -3.7% |
| 6M | -0.9% | +8.2% | -9.1% | -9.4% |
| YTD | +18.7% | +11.0% | +7.6% | +5.4% |
| 1Y | +7.6% | +16.1% | -8.5% | -9.3% |
| 3Y | +23.7% | +56.2% | -32.5% | -26.4% |
| 5Y | +13.7% | +63.0% | -49.3% | -36.4% |
| 10Y | +98.9% | +241.4% | -142.6% | -61.2% |
| All | +730.2% | +623.5% | +106.7% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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