+154.3%
PSX vs VSH
+37.0%
+117.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +2.3% |
| 7D | +6.4% | +26.2% | -19.8% | +3.0% |
| 30D | -10.2% | -12.5% | +2.3% | -9.2% |
| 3M | +17.2% | -16.9% | +34.1% | +18.7% |
| 6M | +51.8% | -17.0% | +68.7% | +45.3% |
| YTD | +108.0% | +93.8% | +14.2% | +56.1% |
| 1Y | +96.1% | +99.3% | -3.2% | +45.6% |
| All | +154.3% | +37.0% | +117.3% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling