+298.0%
VST vs PSA
+55.8%
+242.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +10.9% | -2.1% | +13.0% | +11.2% |
| 30D | -15.6% | +16.2% | -31.8% | -17.5% |
| 3M | -7.8% | +4.3% | -12.1% | -8.3% |
| 6M | -12.0% | +9.9% | -21.8% | -13.6% |
| YTD | -16.9% | +33.3% | -50.2% | -21.2% |
| 1Y | -25.1% | +25.8% | -50.9% | -28.5% |
| All | +298.0% | +55.8% | +242.2% | +242.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling