-93.2%
PSIG vs VT
+46.4%
-139.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.3% | +0.4% | +2.9% | +3.0% |
| 30D | +56.3% | +1.0% | +55.3% | +55.1% |
| 3M | -78.5% | +2.4% | -80.9% | -78.4% |
| 6M | -71.7% | +12.0% | -83.7% | -73.2% |
| YTD | -61.9% | +15.3% | -77.2% | -64.8% |
| 1Y | -48.3% | +22.6% | -70.9% | -54.8% |
| All | -93.2% | +46.4% | -139.5% | -94.5% |
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 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