+95.8%
VCIT vs PSA
+686.3%
-590.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +1.1% | +15.9% | -14.8% | +0.3% |
| 3M | -1.4% | +4.2% | -5.6% | -1.6% |
| 6M | -2.3% | +10.1% | -12.4% | -2.9% |
| YTD | -1.8% | +33.3% | -35.1% | -3.4% |
| 1Y | -1.0% | +28.2% | -29.3% | -2.5% |
| 3Y | +19.3% | +54.9% | -35.6% | +16.3% |
| 5Y | +3.8% | +28.3% | -24.5% | +1.8% |
| 10Y | +30.6% | +134.1% | -103.5% | +26.1% |
| All | +95.8% | +686.3% | -590.5% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling