+119.9%
PSX vs VG
-50.2%
+170.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +2.6% |
| 7D | -8.0% | -8.3% | +0.3% | -6.8% |
| 30D | -9.0% | -10.3% | +1.3% | -7.8% |
| 3M | +24.7% | -10.8% | +35.5% | +26.3% |
| 6M | +49.3% | +3.5% | +45.9% | +47.2% |
| YTD | +100.2% | +74.0% | +26.2% | +84.2% |
| 1Y | +88.8% | +48.9% | +40.0% | +76.2% |
| All | +119.9% | -50.2% | +170.2% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling