+570.9%
PSA vs VYM
+487.3%
+83.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | -2.2% | -1.0% | -1.3% | -1.1% |
| 30D | -9.6% | -2.0% | -7.5% | -7.4% |
| 3M | -7.9% | +3.1% | -11.0% | -11.0% |
| 6M | -2.0% | +8.9% | -10.9% | -10.9% |
| YTD | +15.7% | +14.7% | +1.0% | -0.8% |
| 1Y | +5.8% | +19.4% | -13.7% | -13.4% |
| 3Y | +21.6% | +65.4% | -43.8% | -31.9% |
| 5Y | +13.1% | +77.6% | -64.4% | -42.3% |
| 10Y | +101.3% | +207.8% | -106.5% | -55.0% |
| All | +570.9% | +487.3% | +83.6% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling