+43.9%
PSTP vs VT
+76.1%
-32.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -0.4% |
| 7D | -2.5% | -4.2% | +1.7% | -0.3% |
| 30D | -2.9% | -5.8% | +2.9% | +0.2% |
| 3M | -1.7% | -5.2% | +3.6% | +1.1% |
| 6M | +1.8% | +0.1% | +1.7% | +1.5% |
| YTD | +4.0% | +8.2% | -4.3% | -0.7% |
| 1Y | +5.2% | +10.1% | -4.9% | -0.5% |
| 3Y | +36.5% | +69.7% | -33.2% | +1.6% |
| All | +43.9% | +76.1% | -32.2% | +4.1% |
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