+1,112.0%
VST vs PSA
+142.4%
+969.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.4% | +10.9% |
| 7D | -9.8% | +3.9% | -13.7% | -11.2% |
| 30D | -25.1% | +19.7% | -44.8% | -30.2% |
| 3M | -11.6% | +4.3% | -15.8% | -13.3% |
| 6M | -20.9% | +11.4% | -32.3% | -24.8% |
| YTD | -22.3% | +33.9% | -56.2% | -31.3% |
| 1Y | -32.0% | +28.3% | -60.3% | -38.9% |
| 3Y | +262.4% | +53.5% | +208.9% | +191.5% |
| 5Y | +563.4% | +30.6% | +532.7% | +462.0% |
| All | +1,112.0% | +142.4% | +969.6% | +689.1% |
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 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