+129.5%
PSO vs VT
+57.4%
+72.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.8% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +1.3% | -2.6% | +3.9% | +2.6% |
| 3M | +5.1% | -3.2% | +8.4% | +6.9% |
| 6M | +16.5% | +0.9% | +15.5% | +15.2% |
| YTD | +25.5% | +11.3% | +14.2% | +17.1% |
| 1Y | +34.9% | +14.0% | +20.9% | +24.1% |
| 3Y | +54.2% | +75.8% | -21.7% | +7.8% |
| 5Y | +129.5% | +57.8% | +71.7% | +63.4% |
| All | +129.5% | +57.4% | +72.2% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling