+222.7%
VT vs PSA
+133.1%
+89.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +2.9% | -2.1% | +5.0% | +3.6% |
| 30D | -2.5% | +15.6% | -18.1% | -6.9% |
| 3M | -3.3% | +4.1% | -7.4% | -4.7% |
| 6M | +1.5% | +9.2% | -7.7% | -1.7% |
| YTD | +11.4% | +32.3% | -20.9% | +1.0% |
| 1Y | +11.9% | +26.2% | -14.2% | +3.0% |
| 3Y | +73.9% | +53.7% | +20.2% | +46.9% |
| 5Y | +57.9% | +26.6% | +31.3% | +40.7% |
| All | +222.7% | +133.1% | +89.6% | +131.4% |
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