+386.6%
PSX vs VSH
+172.7%
+213.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.8% | +3.5% | -1.7% | +0.6% |
| 30D | +21.6% | -4.4% | +26.0% | +22.9% |
| 3M | +46.5% | -45.8% | +92.3% | +73.6% |
| 6M | +62.0% | +90.1% | -28.1% | +10.7% |
| YTD | +106.3% | +120.3% | -14.0% | +30.3% |
| 1Y | +103.0% | +112.2% | -9.3% | +28.1% |
| 3Y | +135.5% | +36.6% | +98.9% | +70.0% |
| 5Y | +368.5% | +67.0% | +301.5% | +189.4% |
| 10Y | +386.6% | +179.5% | +207.1% | +118.5% |
| All | +386.6% | +172.7% | +213.9% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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