+2,678.5%
PSI vs VT
+374.2%
+2,304.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +3.2% | +0.4% | +2.7% | +2.6% |
| 30D | -4.8% | +1.0% | -5.7% | -5.7% |
| 3M | -15.8% | +2.4% | -18.2% | -16.7% |
| 6M | +40.5% | +12.0% | +28.5% | +26.0% |
| YTD | +72.5% | +15.3% | +57.1% | +50.0% |
| 1Y | +116.0% | +22.6% | +93.4% | +76.4% |
| 3Y | +191.4% | +74.7% | +116.7% | +67.3% |
| 5Y | +212.9% | +66.1% | +146.7% | +97.6% |
| 10Y | +1,222.8% | +225.0% | +997.8% | +361.5% |
| All | +2,678.5% | +374.2% | +2,304.3% | +566.2% |
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