+474.7%
VRTX vs PSA
+133.1%
+341.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | 0.0% | -2.1% | +2.1% | +0.7% |
| 30D | +11.8% | +15.6% | -3.8% | +6.9% |
| 3M | +3.2% | +4.1% | -0.9% | +1.8% |
| 6M | +21.0% | +9.2% | +11.9% | +17.5% |
| YTD | +19.7% | +32.3% | -12.6% | +9.2% |
| 1Y | +25.0% | +26.2% | -1.2% | +15.8% |
| 3Y | +45.2% | +53.7% | -8.4% | +25.8% |
| 5Y | +189.7% | +26.6% | +163.2% | +163.0% |
| All | +474.7% | +133.1% | +341.6% | +328.8% |
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