+12,141.6%
VRTX vs PSA
+19,038.2%
-6,896.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.4% | +1.5% | -1.9% | -0.9% |
| 30D | +8.0% | +16.7% | -8.7% | +2.2% |
| 3M | +11.0% | +4.0% | +7.0% | +9.3% |
| 6M | +28.2% | +10.9% | +17.3% | +23.2% |
| YTD | +21.5% | +34.2% | -12.7% | +8.7% |
| 1Y | +34.5% | +26.6% | +7.9% | +22.9% |
| 3Y | +49.5% | +54.7% | -5.3% | +25.5% |
| 5Y | +188.3% | +30.0% | +158.2% | +153.4% |
| 10Y | +493.1% | +132.7% | +360.4% | +306.9% |
| All | +12,141.6% | +19,038.2% | -6,896.7% | +2,303.1% |
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