-80.4%
PSIG vs VT
+42.2%
-122.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | +2.5% | -0.7% | +3.2% | +2.8% |
| 30D | +38.0% | -1.7% | +39.7% | +39.1% |
| 3M | +360.3% | -2.3% | +362.7% | +364.4% |
| 6M | -21.9% | +1.5% | -23.4% | -21.4% |
| YTD | +9.4% | +12.0% | -2.6% | +2.4% |
| 1Y | +30.4% | +12.9% | +17.5% | +20.9% |
| All | -80.4% | +42.2% | -122.6% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling