+367.0%
PSX vs VTV
+78.5%
+288.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.1% |
| 7D | +1.5% | -2.1% | +3.6% | +3.9% |
| 30D | +15.8% | -1.3% | +17.2% | +17.5% |
| 3M | +43.0% | +5.6% | +37.4% | +33.9% |
| 6M | +61.1% | +12.4% | +48.7% | +39.2% |
| YTD | +104.5% | +17.6% | +86.9% | +67.0% |
| 1Y | +102.5% | +23.5% | +79.0% | +55.6% |
| 3Y | +133.5% | +67.0% | +66.5% | +28.3% |
| 5Y | +367.0% | +80.5% | +286.4% | +132.3% |
| All | +367.0% | +78.5% | +288.4% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling