+30.2%
PSA vs VLTO
+27.2%
+3.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -3.7% | -2.3% | -1.4% | -2.9% |
| 30D | -7.7% | -0.9% | -6.9% | -7.5% |
| 3M | -0.6% | +13.8% | -14.4% | -5.0% |
| 6M | -0.9% | +2.0% | -2.9% | -1.7% |
| YTD | +18.7% | -3.2% | +21.8% | +19.6% |
| 1Y | +7.6% | -9.2% | +16.8% | +11.2% |
| All | +30.2% | +27.2% | +3.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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