-98.9%
PSNY vs VT
+70.4%
-169.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -0.3% | -23.7% | -23.5% |
| 7D | -23.9% | +2.4% | -26.3% | -26.1% |
| 30D | -22.9% | -1.5% | -21.4% | -20.0% |
| 3M | -76.5% | -4.1% | -72.4% | -74.7% |
| 6M | -85.5% | +0.6% | -86.0% | -85.5% |
| YTD | -84.8% | +11.0% | -95.9% | -87.0% |
| 1Y | -82.7% | +13.3% | -96.1% | -85.8% |
| 3Y | -94.8% | +73.4% | -168.2% | -97.7% |
| 5Y | -99.2% | +57.4% | -156.6% | -99.6% |
| All | -98.9% | +70.4% | -169.3% | -99.5% |
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 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