-94.4%
PSFE vs VT
+104.1%
-198.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +0.9% |
| 7D | +18.9% | -2.3% | +21.2% | +24.1% |
| 30D | +17.0% | -5.0% | +21.9% | +28.5% |
| 3M | -11.2% | -4.9% | -6.3% | -2.1% |
| 6M | -27.9% | -1.5% | -26.3% | -26.6% |
| YTD | -17.4% | +8.5% | -25.9% | -31.6% |
| 1Y | -35.0% | +11.4% | -46.4% | -48.4% |
| 3Y | -36.4% | +70.1% | -106.5% | -78.5% |
| 5Y | -92.5% | +53.7% | -146.2% | -96.8% |
| All | -94.4% | +104.1% | -198.5% | -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