-94.5%
PSFE vs VT
+103.7%
-198.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +8.4% |
| 7D | +18.1% | -4.2% | +22.3% | +28.1% |
| 30D | +18.5% | -5.8% | +24.3% | +32.5% |
| 3M | -17.9% | -5.2% | -12.7% | -8.8% |
| 6M | -27.7% | +0.1% | -27.9% | -29.0% |
| YTD | -18.5% | +8.2% | -26.8% | -32.2% |
| 1Y | -37.8% | +10.1% | -48.0% | -49.5% |
| 3Y | -38.9% | +69.7% | -108.6% | -79.2% |
| 5Y | -92.6% | +53.4% | -146.0% | -96.8% |
| All | -94.5% | +103.7% | -198.1% | -98.0% |
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