+109.1%
PSP vs VT
+214.8%
-105.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | +0.6% |
| 7D | +0.9% | -4.2% | +5.1% | +5.9% |
| 30D | +5.7% | -5.8% | +11.5% | +13.0% |
| 3M | -4.9% | -5.2% | +0.4% | +1.1% |
| 6M | -1.1% | +0.1% | -1.2% | -1.4% |
| YTD | -8.6% | +8.2% | -16.8% | -16.5% |
| 1Y | -5.4% | +10.1% | -15.5% | -15.3% |
| 3Y | +39.7% | +69.7% | -29.9% | -22.7% |
| 5Y | -5.3% | +53.4% | -58.7% | -40.9% |
| All | +109.1% | +214.8% | -105.7% | -34.1% |
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