+1,112.1%
PSX vs VTV
+481.0%
+631.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.5% |
| 7D | +4.5% | +0.5% | +4.0% | +3.8% |
| 30D | +26.6% | +1.1% | +25.5% | +24.8% |
| 3M | +39.3% | +5.9% | +33.4% | +28.8% |
| 6M | +56.8% | +11.6% | +45.2% | +34.3% |
| YTD | +101.8% | +19.8% | +82.0% | +57.4% |
| 1Y | +99.6% | +26.2% | +73.4% | +45.1% |
| 3Y | +140.3% | +68.5% | +71.9% | +20.8% |
| 5Y | +339.3% | +79.9% | +259.5% | +101.7% |
| 10Y | +369.9% | +229.7% | +140.2% | +4.0% |
| All | +1,112.1% | +481.0% | +631.1% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling