+146.2%
PSLV vs VT
+221.8%
-75.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -6.3% | +2.4% | -8.6% | -7.5% |
| 30D | -12.7% | -1.5% | -11.2% | -11.8% |
| 3M | -24.7% | -4.1% | -20.6% | -22.7% |
| 6M | -44.6% | +0.6% | -45.1% | -44.3% |
| YTD | -33.3% | +11.0% | -44.3% | -35.8% |
| 1Y | -8.6% | +13.3% | -21.9% | -12.8% |
| 3Y | +108.2% | +73.4% | +34.8% | +64.6% |
| 5Y | +79.1% | +57.4% | +21.7% | +45.4% |
| All | +146.2% | +221.8% | -75.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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