+734.1%
VUG vs PSX
+1,156.9%
-422.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.9% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -7.0% | -8.1% | +1.1% | -5.4% |
| 3M | -3.7% | +15.9% | -19.6% | -7.4% |
| 6M | -1.6% | +49.4% | -51.0% | -11.3% |
| YTD | +5.1% | +104.7% | -99.5% | -13.0% |
| 1Y | +3.8% | +89.1% | -85.3% | -12.6% |
| 3Y | +79.9% | +151.7% | -71.9% | +38.1% |
| 5Y | +66.4% | +298.3% | -231.9% | +10.3% |
| 10Y | +405.3% | +357.1% | +48.2% | +196.5% |
| All | +734.1% | +1,156.9% | -422.8% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 all: compounded portfolio wealth divided by compounded PSX 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…
all analysis · Full analysis span regression · 6 months rolling