+57.0%
PSF vs VT
+215.5%
-158.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.8% | -2.3% | +4.1% | +3.2% |
| 30D | +6.4% | -5.0% | +11.4% | +9.8% |
| 3M | -0.8% | -4.9% | +4.1% | +2.3% |
| 6M | -1.1% | -1.5% | +0.5% | -0.4% |
| YTD | 0.0% | +8.5% | -8.5% | -5.7% |
| 1Y | -1.5% | +11.4% | -12.9% | -8.7% |
| 3Y | +33.8% | +70.1% | -36.2% | -7.9% |
| 5Y | -2.1% | +53.7% | -55.8% | -28.1% |
| All | +57.0% | +215.5% | -158.5% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling