-39.3%
VG vs PSA
+10.2%
-49.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.7% |
| 7D | +1.7% | -3.7% | +5.4% | +0.8% |
| 30D | +16.0% | -7.7% | +23.7% | +13.8% |
| 3M | +9.7% | -0.6% | +10.3% | +9.5% |
| 6M | +29.6% | -0.9% | +30.5% | +33.7% |
| YTD | +112.0% | +18.7% | +93.4% | +109.8% |
| 1Y | +12.8% | +7.6% | +5.2% | +13.5% |
| All | -39.3% | +10.2% | -49.6% | -38.0% |
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