+152.7%
PSLV vs VO
+42.1%
+110.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -3.5% | -1.5% | -1.9% | -2.7% |
| 30D | -2.1% | -3.0% | +0.9% | -0.5% |
| 3M | -1.6% | +2.8% | -4.5% | -2.9% |
| 6M | -25.5% | +10.9% | -36.4% | -28.9% |
| YTD | -11.4% | +12.5% | -23.9% | -15.5% |
| 1Y | +48.6% | +12.0% | +36.6% | +42.0% |
| 3Y | +166.9% | +56.3% | +110.6% | +125.0% |
| All | +152.7% | +42.1% | +110.6% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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