+624.0%
PSA vs VT
+374.2%
+249.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | +0.4% | -4.1% | -4.0% |
| 30D | -7.7% | +1.0% | -8.7% | -8.5% |
| 3M | -0.6% | +2.4% | -3.0% | -3.2% |
| 6M | -0.9% | +12.0% | -12.9% | -10.8% |
| YTD | +18.7% | +15.3% | +3.3% | +4.0% |
| 1Y | +7.6% | +22.6% | -14.9% | -10.7% |
| 3Y | +23.7% | +74.7% | -51.0% | -26.0% |
| 5Y | +13.7% | +66.1% | -52.5% | -29.9% |
| 10Y | +98.9% | +225.0% | -126.2% | -40.4% |
| All | +624.0% | +374.2% | +249.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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