+221.8%
VT vs PSA
+132.6%
+89.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.4% | -1.4% | +3.8% | +2.8% |
| 30D | -1.5% | +15.2% | -16.7% | -5.8% |
| 3M | -4.1% | +2.2% | -6.3% | -4.9% |
| 6M | +0.6% | +11.7% | -11.1% | -3.4% |
| YTD | +11.0% | +32.0% | -21.0% | +0.8% |
| 1Y | +13.3% | +26.3% | -12.9% | +4.3% |
| 3Y | +73.4% | +52.4% | +21.0% | +46.9% |
| 5Y | +57.4% | +26.3% | +31.2% | +40.3% |
| All | +221.8% | +132.6% | +89.2% | +130.9% |
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