+467.7%
PSL vs VT
+374.2%
+93.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.3% | +0.4% | -1.8% | -1.6% |
| 30D | -1.3% | +1.0% | -2.3% | -1.9% |
| 3M | +4.5% | +2.4% | +2.1% | +2.6% |
| 6M | +1.3% | +12.0% | -10.7% | -6.0% |
| YTD | +13.8% | +15.3% | -1.5% | +3.7% |
| 1Y | +2.4% | +22.6% | -20.2% | -10.3% |
| 3Y | +33.9% | +74.7% | -40.8% | -6.1% |
| 5Y | +30.6% | +66.1% | -35.6% | -6.0% |
| 10Y | +118.0% | +225.0% | -107.0% | +6.3% |
| All | +467.7% | +374.2% | +93.5% | +100.7% |
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