+66.4%
VUG vs PSA
+27.5%
+38.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -1.1% | -2.1% | +1.0% | -0.5% |
| 30D | -7.0% | +16.2% | -23.2% | -11.1% |
| 3M | -3.7% | +4.3% | -8.0% | -5.0% |
| 6M | -1.6% | +9.9% | -11.5% | -4.9% |
| YTD | +5.1% | +33.3% | -28.1% | -5.1% |
| 1Y | +3.8% | +25.8% | -22.1% | -4.6% |
| 3Y | +79.9% | +54.8% | +25.1% | +45.5% |
| 5Y | +66.4% | +27.5% | +38.9% | +43.7% |
| All | +66.4% | +27.5% | +38.9% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling