+100.5%
PSA vs VMC
+156.6%
-56.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | -1.8% | -3.8% | +1.9% | -1.0% |
| 30D | -8.4% | -9.7% | +1.3% | -6.3% |
| 3M | -7.8% | -9.6% | +1.8% | -5.8% |
| 6M | +0.8% | -4.8% | +5.6% | +1.8% |
| YTD | +16.5% | -10.9% | +27.4% | +19.0% |
| 1Y | +4.7% | -15.6% | +20.3% | +8.2% |
| 3Y | +21.1% | +19.3% | +1.7% | +14.7% |
| 5Y | +14.2% | +48.0% | -33.8% | +2.5% |
| All | +100.5% | +156.6% | -56.1% | +57.2% |
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