+176.4%
PSO vs VT
+345.0%
-168.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +1.8% |
| 7D | +0.1% | -4.2% | +4.2% | +3.3% |
| 30D | +7.3% | -5.8% | +13.1% | +12.1% |
| 3M | +5.7% | -5.2% | +10.9% | +9.8% |
| 6M | +16.4% | +0.1% | +16.2% | +15.2% |
| YTD | +27.8% | +8.2% | +19.6% | +19.1% |
| 1Y | +31.1% | +10.1% | +21.0% | +20.4% |
| 3Y | +58.6% | +69.7% | -11.0% | +2.9% |
| 5Y | +141.8% | +53.4% | +88.4% | +67.6% |
| 10Y | +160.1% | +219.2% | -59.2% | -2.1% |
| All | +176.4% | +345.0% | -168.5% | -19.9% |
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