+67.7%
PSLV vs VT
+371.0%
-303.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +5.1% | -2.3% | +7.4% | +6.4% |
| 30D | -13.3% | -5.0% | -8.4% | -10.9% |
| 3M | -16.5% | -4.9% | -11.6% | -14.1% |
| 6M | -32.8% | -1.5% | -31.2% | -31.8% |
| YTD | -28.8% | +8.5% | -37.3% | -30.4% |
| 1Y | +5.8% | +11.4% | -5.5% | +2.3% |
| 3Y | +114.8% | +70.1% | +44.7% | +73.3% |
| 5Y | +99.5% | +53.7% | +45.8% | +66.0% |
| 10Y | +138.2% | +220.0% | -81.8% | +45.8% |
| All | +67.7% | +371.0% | -303.2% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling