-39.6%
PSNL vs VT
+146.8%
-186.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.8% | +0.4% | +0.3% | -0.2% |
| 30D | +27.2% | +1.0% | +26.2% | +25.1% |
| 3M | +42.1% | +2.4% | +39.8% | +36.5% |
| 6M | +92.6% | +12.0% | +80.6% | +59.3% |
| YTD | +116.1% | +15.3% | +100.7% | +70.4% |
| 1Y | +237.9% | +22.6% | +215.3% | +142.1% |
| 3Y | +829.7% | +74.7% | +755.1% | +276.2% |
| 5Y | -23.3% | +66.1% | -89.5% | -63.3% |
| All | -39.6% | +146.8% | -186.4% | -80.9% |
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