+180.5%
PSF vs VT
+373.3%
-192.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | +1.1% |
| 7D | +1.0% | -4.2% | +5.1% | +3.1% |
| 30D | +5.0% | -5.8% | +10.8% | +8.1% |
| 3M | -1.6% | -5.2% | +3.6% | +0.9% |
| 6M | -1.6% | +0.1% | -1.8% | -1.9% |
| YTD | -0.9% | +8.2% | -9.1% | -5.0% |
| 1Y | -2.3% | +10.1% | -12.4% | -7.2% |
| 3Y | +31.8% | +69.7% | -37.8% | 0.0% |
| 5Y | -2.9% | +53.4% | -56.3% | -23.1% |
| 10Y | +56.6% | +219.2% | -162.6% | -10.1% |
| All | +180.5% | +373.3% | -192.8% | +47.4% |
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