-44.3%
PSNL vs VT
+137.0%
-181.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.4% |
| 7D | +0.8% | -0.1% | +1.0% | +0.6% |
| 30D | -0.7% | -3.1% | +2.3% | +4.5% |
| 3M | +9.5% | -3.5% | +13.0% | +16.0% |
| 6M | +165.6% | +0.5% | +165.1% | +163.2% |
| YTD | +99.5% | +10.8% | +88.7% | +68.1% |
| 1Y | +84.0% | +11.9% | +72.1% | +53.0% |
| 3Y | +1,456.9% | +73.0% | +1,383.9% | +530.6% |
| 5Y | -14.7% | +58.6% | -73.3% | -56.2% |
| All | -44.3% | +137.0% | -181.3% | -81.2% |
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