+191.8%
PSLV vs VLTO
+24.3%
+167.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -3.5% | -2.3% | -1.2% | -3.3% |
| 30D | -2.1% | -2.7% | +0.5% | -1.9% |
| 3M | -1.6% | +14.0% | -15.7% | -3.1% |
| 6M | -25.5% | +3.3% | -28.8% | -25.7% |
| YTD | -11.4% | -5.4% | -6.0% | -11.2% |
| 1Y | +48.6% | -13.3% | +61.9% | +50.3% |
| All | +191.8% | +24.3% | +167.5% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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