+1,205.2%
VST vs PSA
+140.2%
+1,065.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | -0.5% | +1.5% | -2.0% | -1.2% |
| 30D | -17.1% | +16.7% | -33.7% | -21.9% |
| 3M | -4.6% | +4.0% | -8.6% | -6.4% |
| 6M | -9.1% | +10.9% | -19.9% | -13.4% |
| YTD | -16.6% | +34.2% | -50.8% | -26.3% |
| 1Y | -29.5% | +26.6% | -56.1% | -36.4% |
| 3Y | +297.5% | +54.7% | +242.8% | +218.7% |
| 5Y | +654.5% | +30.0% | +624.5% | +540.8% |
| 10Y | +1,205.2% | +132.7% | +1,072.6% | +759.3% |
| All | +1,205.2% | +140.2% | +1,065.0% | +759.3% |
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