+97.6%
PSI vs VT
+53.2%
+44.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -4.1% | -10.1% | -5.9% |
| 7D | -25.0% | -4.2% | -20.8% | -17.7% |
| 30D | -39.0% | -5.8% | -33.2% | -30.4% |
| 3M | -32.2% | -5.2% | -26.9% | -23.3% |
| 6M | -30.6% | +0.1% | -30.8% | -27.7% |
| YTD | +22.8% | +8.2% | +14.6% | +11.7% |
| 1Y | +24.4% | +10.1% | +14.2% | +9.9% |
| 3Y | +140.2% | +69.7% | +70.5% | +5.1% |
| 5Y | +97.6% | +53.4% | +44.3% | +10.3% |
| All | +97.6% | +53.2% | +44.4% | +10.3% |
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