+14,023.4%
PSA vs VMC
+3,246.6%
+10,776.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -3.7% | -4.3% | +0.7% | -2.4% |
| 30D | -7.7% | -8.2% | +0.5% | -5.3% |
| 3M | -0.6% | -7.0% | +6.4% | +1.4% |
| 6M | -0.9% | -10.8% | +9.8% | +2.3% |
| YTD | +18.7% | -7.4% | +26.0% | +20.7% |
| 1Y | +7.6% | -9.5% | +17.1% | +10.0% |
| 3Y | +23.7% | +20.5% | +3.2% | +13.8% |
| 5Y | +13.7% | +51.6% | -37.9% | -4.0% |
| 10Y | +98.9% | +150.0% | -51.2% | +30.7% |
| All | +14,023.4% | +3,246.6% | +10,776.8% | +6,001.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling