-80.4%
PSIG vs VT
+41.2%
-121.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.2% |
| 7D | +9.2% | +0.4% | +8.8% | +9.0% |
| 30D | +5.1% | -2.6% | +7.7% | +6.5% |
| 3M | +354.2% | -3.2% | +357.5% | +360.7% |
| 6M | -20.0% | +0.9% | -20.9% | -19.2% |
| YTD | +9.8% | +11.3% | -1.5% | +3.1% |
| 1Y | +35.7% | +14.0% | +21.7% | +24.4% |
| All | -80.4% | +41.2% | -121.6% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling