+1,162.4%
VST vs PSA
+131.0%
+1,031.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.8% |
| 7D | -6.0% | +0.8% | -6.8% | -6.4% |
| 30D | -18.8% | +15.9% | -34.7% | -23.3% |
| 3M | -8.0% | +4.2% | -12.2% | -9.8% |
| 6M | -10.9% | +10.1% | -21.1% | -15.0% |
| YTD | -18.3% | +33.3% | -51.7% | -27.6% |
| 1Y | -29.9% | +28.2% | -58.2% | -37.1% |
| 3Y | +290.3% | +54.9% | +235.4% | +212.5% |
| 5Y | +635.3% | +28.3% | +607.0% | +527.7% |
| 10Y | +1,162.4% | +134.1% | +1,028.3% | +728.8% |
| All | +1,162.4% | +131.0% | +1,031.3% | +728.8% |
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