+30.9%
VCIT vs PSA
+133.3%
-102.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.5% | -2.1% | +1.6% | -0.3% |
| 30D | +1.0% | +16.2% | -15.2% | -0.2% |
| 3M | -1.4% | +4.3% | -5.7% | -1.8% |
| 6M | -2.1% | +9.9% | -12.0% | -2.9% |
| YTD | -1.8% | +33.3% | -35.0% | -4.3% |
| 1Y | -1.4% | +25.8% | -27.2% | -3.4% |
| 3Y | +19.3% | +54.8% | -35.5% | +14.6% |
| 5Y | +4.1% | +27.5% | -23.4% | +1.1% |
| 10Y | +30.9% | +134.5% | -103.6% | +22.6% |
| All | +30.9% | +133.3% | -102.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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