-97.0%
PSNY vs VT
+76.1%
-173.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.3% |
| 7D | -26.3% | +1.0% | -27.3% | -27.8% |
| 30D | -37.2% | -0.2% | -37.0% | -37.4% |
| 3M | -54.6% | +4.5% | -59.1% | -57.9% |
| 6M | -46.1% | +14.1% | -60.1% | -56.6% |
| YTD | -58.2% | +14.8% | -73.0% | -66.4% |
| 1Y | -71.1% | +21.2% | -92.3% | -78.7% |
| 3Y | -89.3% | +76.6% | -165.9% | -95.5% |
| 5Y | -97.0% | +66.6% | -163.6% | -98.7% |
| All | -97.0% | +76.1% | -173.2% | -98.7% |
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 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