-98.4%
PSNY vs VT
+70.8%
-169.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.6% | +8.2% | +6.9% |
| 7D | +8.3% | +0.4% | +7.9% | +8.8% |
| 30D | -10.3% | -2.6% | -7.7% | -5.7% |
| 3M | -66.8% | -3.2% | -63.6% | -64.9% |
| 6M | -78.0% | +0.9% | -79.0% | -78.3% |
| YTD | -77.9% | +11.3% | -89.2% | -81.2% |
| 1Y | -79.1% | +14.0% | -93.1% | -83.0% |
| 3Y | -92.1% | +75.8% | -167.9% | -96.6% |
| 5Y | -98.6% | +57.8% | -156.4% | -99.3% |
| All | -98.4% | +70.8% | -169.3% | -99.3% |
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