-94.5%
PSFE vs VT
+112.3%
-206.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.7% | +8.0% | +6.2% |
| 7D | +22.1% | -0.3% | +22.4% | +23.0% |
| 30D | +16.7% | -1.4% | +18.1% | +19.8% |
| 3M | -16.8% | -1.4% | -15.4% | -14.2% |
| 6M | -27.7% | +5.5% | -33.2% | -35.8% |
| YTD | -18.8% | +12.8% | -31.6% | -37.5% |
| 1Y | -36.8% | +15.4% | -52.3% | -53.1% |
| 3Y | -39.1% | +76.9% | -116.0% | -80.8% |
| 5Y | -92.7% | +60.4% | -153.1% | -97.1% |
| All | -94.5% | +112.3% | -206.8% | -98.1% |
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