+91.1%
PSEP vs VT
+154.9%
-63.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.4% | -0.1% | +0.1% |
| 30D | +0.8% | +1.0% | -0.1% | +0.3% |
| 3M | +2.4% | +2.4% | 0.0% | +1.1% |
| 6M | +6.8% | +12.0% | -5.2% | +0.7% |
| YTD | +7.5% | +15.3% | -7.8% | -0.2% |
| 1Y | +11.1% | +22.6% | -11.5% | 0.0% |
| 3Y | +41.1% | +74.7% | -33.6% | +5.8% |
| 5Y | +58.0% | +66.1% | -8.1% | +20.4% |
| All | +91.1% | +154.9% | -63.9% | +13.6% |
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