+96.6%
VCIT vs PSA
+685.8%
-589.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.5% | -2.1% | +1.6% | -0.4% |
| 30D | +1.5% | +16.2% | -14.8% | +0.6% |
| 3M | -1.0% | +4.3% | -5.3% | -1.2% |
| 6M | -1.7% | +9.9% | -11.5% | -2.2% |
| YTD | -1.4% | +33.3% | -34.6% | -3.0% |
| 1Y | -0.9% | +25.8% | -26.8% | -2.3% |
| 3Y | +19.8% | +54.8% | -35.0% | +16.9% |
| 5Y | +4.6% | +27.5% | -22.9% | +2.6% |
| 10Y | +31.5% | +134.5% | -103.0% | +27.0% |
| All | +96.6% | +685.8% | -589.2% | +96.6% |
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 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