-94.1%
PSFE vs VT
+109.4%
-203.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +0.9% |
| 7D | +20.4% | +0.4% | +20.0% | +19.2% |
| 30D | +22.9% | -2.6% | +25.5% | +28.7% |
| 3M | -3.1% | -3.2% | +0.1% | +3.4% |
| 6M | -23.6% | +0.9% | -24.5% | -25.9% |
| YTD | -12.4% | +11.3% | -23.7% | -31.0% |
| 1Y | -30.4% | +14.0% | -44.4% | -47.2% |
| 3Y | -31.4% | +75.8% | -107.2% | -78.3% |
| 5Y | -92.3% | +57.8% | -150.1% | -96.8% |
| All | -94.1% | +109.4% | -203.5% | -97.9% |
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