+88.4%
PSR vs VT
+222.7%
-134.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +0.4% | +2.9% | -2.5% | -1.9% |
| 30D | +5.6% | -2.5% | +8.2% | +7.7% |
| 3M | +0.8% | -3.3% | +4.2% | +3.4% |
| 6M | +3.2% | +1.5% | +1.7% | +1.2% |
| YTD | +17.6% | +11.4% | +6.2% | +6.4% |
| 1Y | +15.8% | +11.9% | +3.9% | +4.2% |
| 3Y | +42.7% | +73.9% | -31.1% | -13.0% |
| 5Y | +7.4% | +57.9% | -50.5% | -29.2% |
| All | +88.4% | +222.7% | -134.3% | -31.1% |
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