+129.9%
PSA vs VMC
+125.2%
+4.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | -1.4% | -1.3% | -0.2% | -1.2% |
| 30D | +15.2% | +15.5% | -0.3% | +11.3% |
| 3M | +2.2% | +0.6% | +1.6% | +1.9% |
| 6M | +11.7% | +2.1% | +9.6% | +10.8% |
| YTD | +32.0% | -1.6% | +33.6% | +31.7% |
| 1Y | +26.3% | -1.2% | +27.5% | +25.9% |
| 3Y | +52.4% | +35.3% | +17.0% | +40.2% |
| 5Y | +26.3% | +43.6% | -17.3% | +13.2% |
| All | +129.9% | +125.2% | +4.7% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling