+357.1%
PSX vs VT
+224.4%
+132.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +2.0% |
| 7D | -0.4% | -0.7% | +0.3% | +0.4% |
| 30D | -8.1% | -1.7% | -6.3% | -6.6% |
| 3M | +15.9% | -2.3% | +18.2% | +18.2% |
| 6M | +49.4% | +1.5% | +47.9% | +44.7% |
| YTD | +104.7% | +12.0% | +92.6% | +75.3% |
| 1Y | +89.1% | +12.9% | +76.2% | +60.5% |
| 3Y | +151.7% | +74.9% | +76.8% | +28.7% |
| 5Y | +298.3% | +59.9% | +238.4% | +123.6% |
| 10Y | +357.1% | +224.6% | +132.4% | +14.5% |
| All | +357.1% | +224.4% | +132.7% | +14.5% |
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