-21.6%
PSLV vs VO
+11.3%
-32.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +4.0% |
| 7D | +3.3% | -0.6% | +3.9% | +4.5% |
| 30D | +2.1% | -1.9% | +4.1% | +5.9% |
| 3M | +7.1% | +3.3% | +3.9% | -0.2% |
| 6M | -21.6% | +9.7% | -31.3% | -33.6% |
| All | -21.6% | +11.3% | -32.9% | -33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling