+12,036.0%
VRTX vs PSA
+16,819.2%
-4,783.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | +0.8% | -3.7% | +4.5% | +2.1% |
| 30D | +12.6% | -7.7% | +20.4% | +15.8% |
| 3M | +23.6% | -0.6% | +24.2% | +23.7% |
| 6M | +14.3% | -0.9% | +15.2% | +14.2% |
| YTD | +20.5% | +18.7% | +1.8% | +12.7% |
| 1Y | +37.6% | +7.6% | +29.9% | +33.1% |
| 3Y | +55.5% | +23.7% | +31.9% | +41.3% |
| 5Y | +175.7% | +13.7% | +162.1% | +154.1% |
| 10Y | +474.2% | +98.9% | +375.3% | +316.5% |
| All | +12,036.0% | +16,819.2% | -4,783.2% | +2,391.2% |
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