+100.5%
PSA vs VYM
+209.2%
-108.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.3% |
| 30D | -8.4% | -2.2% | -6.1% | -6.9% |
| 3M | -7.8% | +3.1% | -10.9% | -9.7% |
| 6M | +0.8% | +9.7% | -8.9% | -5.3% |
| YTD | +16.5% | +14.9% | +1.6% | +6.1% |
| 1Y | +4.7% | +17.6% | -12.9% | -6.1% |
| 3Y | +21.1% | +65.3% | -44.3% | -13.4% |
| 5Y | +14.2% | +78.7% | -64.5% | -21.8% |
| All | +100.5% | +209.2% | -108.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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