+1,164.9%
VST vs PSA
+132.6%
+1,032.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +6.6% | -1.4% | +8.0% | +7.1% |
| 30D | -12.4% | +15.2% | -27.6% | -17.1% |
| 3M | -9.0% | +2.2% | -11.2% | -10.2% |
| 6M | -6.4% | +11.7% | -18.1% | -11.2% |
| YTD | -17.2% | +32.0% | -49.2% | -26.4% |
| 1Y | -22.0% | +26.3% | -48.3% | -29.6% |
| 3Y | +296.7% | +52.4% | +244.3% | +219.4% |
| 5Y | +637.6% | +26.3% | +611.3% | +533.4% |
| All | +1,164.9% | +132.6% | +1,032.3% | +731.5% |
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