-81.4%
PSIG vs VT
+37.7%
-119.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +3.5% | -2.3% | +5.8% | +4.7% |
| 30D | +8.3% | -5.0% | +13.3% | +11.1% |
| 3M | +330.5% | -4.9% | +335.4% | +339.9% |
| 6M | -20.9% | -1.5% | -19.3% | -19.2% |
| YTD | +4.1% | +8.5% | -4.4% | -1.0% |
| 1Y | +41.5% | +11.4% | +30.1% | +31.1% |
| All | -81.4% | +37.7% | -119.0% | -84.5% |
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