+130.4%
PSA vs VSH
+124.9%
+5.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.2% |
| 7D | -2.1% | +26.2% | -28.3% | -4.7% |
| 30D | +15.6% | -12.5% | +28.1% | +16.6% |
| 3M | +4.1% | -16.9% | +21.0% | +5.2% |
| 6M | +9.2% | -17.0% | +26.2% | +7.2% |
| YTD | +32.3% | +93.8% | -61.5% | +13.0% |
| 1Y | +26.2% | +99.3% | -73.2% | +7.1% |
| 3Y | +53.7% | +35.0% | +18.7% | +34.7% |
| 5Y | +26.6% | +45.8% | -19.3% | +8.5% |
| All | +130.4% | +124.9% | +5.5% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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