+152.3%
PSO vs VT
+374.2%
-221.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.5% | +0.4% | -4.9% | -4.8% |
| 30D | -3.5% | +1.0% | -4.5% | -4.3% |
| 3M | +5.2% | +2.4% | +2.8% | +2.7% |
| 6M | +25.0% | +12.0% | +13.0% | +13.8% |
| YTD | +16.7% | +15.3% | +1.3% | +3.7% |
| 1Y | +14.7% | +22.6% | -7.9% | -2.8% |
| 3Y | +62.2% | +74.7% | -12.4% | +3.2% |
| 5Y | +70.4% | +66.1% | +4.2% | +11.1% |
| 10Y | +82.8% | +225.0% | -142.2% | -31.8% |
| All | +152.3% | +374.2% | -221.9% | -30.2% |
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