+61.9%
PSR vs VT
+224.5%
-162.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -1.2% | +0.4% | -1.7% | -1.6% |
| 30D | -3.3% | +1.0% | -4.3% | -4.1% |
| 3M | +0.9% | +2.4% | -1.5% | -1.5% |
| 6M | +3.9% | +12.0% | -8.1% | -6.0% |
| YTD | +14.7% | +15.3% | -0.6% | +1.1% |
| 1Y | +13.9% | +22.6% | -8.6% | -4.8% |
| 3Y | +30.1% | +74.7% | -44.6% | -20.6% |
| 5Y | +3.4% | +66.1% | -62.8% | -34.5% |
| All | +61.9% | +224.5% | -162.6% | -41.7% |
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