+119.7%
PSLV vs VCLT
+81.6%
+38.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +2.1% | +0.1% | +2.0% | +2.1% |
| 3M | +7.1% | -2.9% | +10.0% | +8.6% |
| 6M | -21.6% | -4.0% | -17.6% | -20.0% |
| YTD | -6.7% | -2.2% | -4.5% | -5.6% |
| 1Y | +59.3% | -2.6% | +61.9% | +61.3% |
| 3Y | +182.1% | +12.3% | +169.8% | +167.2% |
| 5Y | +162.6% | -16.4% | +179.0% | +179.6% |
| 10Y | +203.0% | +18.1% | +185.0% | +178.4% |
| All | +119.7% | +81.6% | +38.1% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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