+368.4%
PSX vs VT
+224.5%
+144.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | +0.4% | +4.1% | +4.0% |
| 30D | +26.6% | +1.0% | +25.6% | +25.1% |
| 3M | +39.3% | +2.4% | +36.9% | +34.7% |
| 6M | +56.8% | +12.0% | +44.8% | +35.6% |
| YTD | +101.8% | +15.3% | +86.5% | +68.4% |
| 1Y | +99.6% | +22.6% | +77.0% | +54.9% |
| 3Y | +140.3% | +74.7% | +65.7% | +23.9% |
| 5Y | +339.3% | +66.1% | +273.2% | +137.4% |
| All | +368.4% | +224.5% | +144.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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