+19.7%
PSA vs VSXY
+37.5%
-17.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | +0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -8.4% | -18.7% | +10.3% | -7.2% |
| 3M | -7.8% | -4.0% | -3.9% | -7.8% |
| 6M | +0.8% | +67.5% | -66.7% | -3.7% |
| YTD | +16.5% | +39.7% | -23.2% | +12.3% |
| 1Y | +4.7% | +180.0% | -175.3% | -4.2% |
| 3Y | +21.1% | +337.3% | -316.2% | +3.3% |
| 5Y | +14.2% | +22.7% | -8.5% | +4.3% |
| All | +19.7% | +37.5% | -17.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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