+101.6%
PSX vs VTV
+24.1%
+77.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +15.6% | -1.0% | +16.7% | +15.9% |
| 3M | +46.5% | +4.6% | +41.8% | +44.3% |
| 6M | +55.0% | +13.5% | +41.5% | +47.3% |
| YTD | +105.3% | +18.5% | +86.8% | +86.0% |
| 1Y | +101.6% | +22.9% | +78.7% | +77.6% |
| All | +101.6% | +24.1% | +77.5% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling