+128.5%
PSX vs VG
-44.1%
+172.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.9% |
| 7D | +6.4% | +15.1% | -8.7% | +4.2% |
| 30D | -10.2% | -4.2% | -6.0% | -9.8% |
| 3M | +17.2% | -3.1% | +20.3% | +17.2% |
| 6M | +51.8% | +0.3% | +51.4% | +50.0% |
| YTD | +108.0% | +95.5% | +12.5% | +88.1% |
| 1Y | +96.1% | +64.4% | +31.7% | +80.6% |
| All | +128.5% | -44.1% | +172.6% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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