+823.7%
PSA vs VIG
+655.8%
+167.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.4% | +3.5% | -4.9% | -5.3% |
| 30D | +15.2% | +4.9% | +10.2% | +8.9% |
| 3M | +2.2% | +2.5% | -0.3% | -0.7% |
| 6M | +11.7% | +11.0% | +0.6% | -1.0% |
| YTD | +32.0% | +16.0% | +16.0% | +11.5% |
| 1Y | +26.3% | +17.5% | +8.7% | +5.0% |
| 3Y | +52.4% | +67.0% | -14.6% | -16.1% |
| 5Y | +26.3% | +64.8% | -38.5% | -30.1% |
| 10Y | +132.3% | +263.6% | -131.3% | -58.1% |
| All | +823.7% | +655.8% | +167.9% | -42.1% |
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