+655.9%
PSR vs VT
+745.1%
-89.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -1.2% | +0.4% | -1.7% | -1.5% |
| 30D | -3.3% | +1.0% | -4.3% | -4.0% |
| 3M | +0.9% | +2.4% | -1.5% | -1.2% |
| 6M | +3.9% | +12.0% | -8.1% | -4.8% |
| YTD | +14.7% | +15.3% | -0.6% | +2.8% |
| 1Y | +13.9% | +22.6% | -8.6% | -2.5% |
| 3Y | +30.1% | +74.7% | -44.6% | -14.5% |
| 5Y | +3.4% | +66.1% | -62.8% | -29.8% |
| 10Y | +63.4% | +225.0% | -161.6% | -29.9% |
| All | +655.9% | +745.1% | -89.2% | +98.5% |
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