+128.8%
PSI vs VT
+57.4%
+71.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.6% | +6.9% | +4.2% |
| 7D | -0.9% | +0.4% | -1.3% | -0.8% |
| 30D | -24.4% | -2.6% | -21.8% | -19.2% |
| 3M | -24.0% | -3.2% | -20.7% | -17.3% |
| 6M | -25.6% | +0.9% | -26.6% | -23.8% |
| YTD | +43.1% | +11.3% | +31.8% | +23.3% |
| 1Y | +47.6% | +14.0% | +33.6% | +22.2% |
| 3Y | +180.9% | +75.8% | +105.0% | +14.9% |
| 5Y | +128.8% | +57.8% | +71.0% | +22.3% |
| All | +128.8% | +57.4% | +71.4% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling