+113.6%
PSX vs VG
-51.4%
+165.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -13.1% | -22.0% | +8.9% | -10.0% |
| 30D | -9.5% | -11.6% | +2.1% | -8.1% |
| 3M | +20.2% | -14.9% | +35.1% | +22.5% |
| 6M | +44.9% | -3.5% | +48.4% | +44.2% |
| YTD | +94.4% | +70.0% | +24.4% | +79.4% |
| 1Y | +83.1% | +50.0% | +33.1% | +70.7% |
| All | +113.6% | -51.4% | +165.0% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling