+116.1%
PSLV vs VT
+400.7%
-284.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.6% | +0.4% | -1.1% | -0.8% |
| 30D | +7.3% | +1.0% | +6.3% | +6.8% |
| 3M | -7.4% | +2.4% | -9.8% | -8.2% |
| 6M | -20.3% | +12.0% | -32.3% | -24.0% |
| YTD | -8.2% | +15.3% | -23.6% | -13.3% |
| 1Y | +57.9% | +22.6% | +35.3% | +45.4% |
| 3Y | +162.1% | +74.7% | +87.4% | +107.3% |
| 5Y | +151.2% | +66.1% | +85.0% | +100.8% |
| 10Y | +191.7% | +225.0% | -33.3% | +76.0% |
| All | +116.1% | +400.7% | -284.6% | +7.1% |
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