+119.7%
PSLV vs VO
+502.0%
-382.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +3.3% | -0.6% | +3.9% | +3.5% |
| 30D | +2.1% | -1.9% | +4.1% | +2.9% |
| 3M | +7.1% | +3.3% | +3.9% | +6.0% |
| 6M | -21.6% | +9.7% | -31.3% | -23.9% |
| YTD | -6.7% | +12.6% | -19.3% | -9.9% |
| 1Y | +59.3% | +13.6% | +45.6% | +53.4% |
| 3Y | +182.1% | +56.8% | +125.3% | +145.0% |
| 5Y | +162.6% | +42.3% | +120.3% | +132.4% |
| 10Y | +203.0% | +199.2% | +3.8% | +114.6% |
| All | +119.7% | +502.0% | -382.3% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling