-100.0%
PSHG vs VT
+343.4%
-443.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.2% | +9.2% |
| 7D | +27.6% | -2.3% | +29.9% | +31.2% |
| 30D | +25.3% | -5.0% | +30.3% | +32.2% |
| 3M | +20.2% | -4.9% | +25.1% | +26.7% |
| 6M | +10.1% | -1.5% | +11.6% | +11.4% |
| YTD | -2.3% | +8.5% | -10.8% | -10.6% |
| 1Y | -1.4% | +11.4% | -12.8% | -12.1% |
| 3Y | +8.3% | +70.1% | -61.7% | -38.9% |
| 5Y | -97.4% | +53.7% | -151.2% | -98.5% |
| 10Y | -100.0% | +220.0% | -320.0% | -100.0% |
| All | -100.0% | +343.4% | -443.4% | -100.0% |
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 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