+130.1%
PSA vs VTEB
+25.1%
+105.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.8% |
| 7D | -3.6% | -1.2% | -2.4% | -2.3% |
| 30D | -9.4% | -2.9% | -6.5% | -6.3% |
| 3M | -8.2% | -3.2% | -5.0% | -4.8% |
| 6M | -1.8% | -2.6% | +0.8% | +1.3% |
| YTD | +15.7% | -1.8% | +17.6% | +18.4% |
| 1Y | +6.3% | +0.2% | +6.1% | +6.4% |
| 3Y | +21.6% | +8.2% | +13.4% | +13.6% |
| 5Y | +13.5% | +0.8% | +12.6% | +11.7% |
| 10Y | +101.3% | +17.7% | +83.6% | +88.1% |
| All | +130.1% | +25.1% | +105.0% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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