+376.3%
PSX vs VMC
+154.4%
+221.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.5% | -3.7% | +5.2% | +2.9% |
| 30D | +15.8% | -12.8% | +28.6% | +21.7% |
| 3M | +43.0% | -7.9% | +50.9% | +46.1% |
| 6M | +61.1% | -7.5% | +68.6% | +62.6% |
| YTD | +104.5% | -11.6% | +116.2% | +108.9% |
| 1Y | +102.5% | -14.3% | +116.8% | +108.9% |
| 3Y | +133.5% | +18.5% | +115.0% | +104.3% |
| 5Y | +367.0% | +46.8% | +320.2% | +257.7% |
| All | +376.3% | +154.4% | +221.9% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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