+223.0%
VT vs PSA
+99.0%
+124.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | +1.0% | -7.7% | +8.7% | +3.5% |
| 3M | +2.4% | -0.6% | +3.0% | +2.2% |
| 6M | +12.0% | -0.9% | +12.9% | +11.7% |
| YTD | +15.3% | +18.7% | -3.3% | +8.4% |
| 1Y | +22.6% | +7.6% | +14.9% | +18.6% |
| 3Y | +74.7% | +23.7% | +51.0% | +58.7% |
| 5Y | +66.1% | +13.7% | +52.5% | +53.2% |
| All | +223.0% | +99.0% | +124.0% | +144.5% |
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