+135.7%
PSLV vs VT
+217.6%
-82.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.5% |
| 7D | +3.9% | -0.1% | +4.0% | +4.0% |
| 30D | -16.3% | -3.1% | -13.3% | -14.7% |
| 3M | -23.0% | -3.5% | -19.5% | -21.1% |
| 6M | -36.5% | +0.5% | -37.0% | -36.2% |
| YTD | -29.6% | +10.8% | -40.4% | -32.2% |
| 1Y | -0.5% | +11.9% | -12.4% | -4.5% |
| 3Y | +120.1% | +73.0% | +47.1% | +74.1% |
| 5Y | +93.3% | +58.6% | +34.7% | +56.4% |
| 10Y | +135.7% | +219.2% | -83.5% | +31.7% |
| All | +135.7% | +217.6% | -82.0% | +31.7% |
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