+121.7%
PSX vs VG
-39.3%
+161.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.5% | +1.7% | +2.8% | +4.3% |
| 30D | +26.6% | +16.0% | +10.6% | +23.7% |
| 3M | +39.3% | +9.7% | +29.5% | +36.5% |
| 6M | +56.8% | +29.6% | +27.2% | +49.6% |
| YTD | +101.8% | +112.0% | -10.2% | +81.0% |
| 1Y | +99.6% | +12.8% | +86.8% | +92.1% |
| All | +121.7% | -39.3% | +161.1% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling