+29.8%
VCIT vs PSLV
+194.1%
-164.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.3% |
| 7D | -0.2% | +3.3% | -3.5% | -0.3% |
| 30D | -0.5% | +2.1% | -2.6% | -0.6% |
| 3M | -0.9% | +7.1% | -8.1% | -1.4% |
| 6M | -1.9% | -21.6% | +19.6% | -1.1% |
| YTD | -1.0% | -6.7% | +5.8% | -1.9% |
| 1Y | +0.2% | +59.3% | -59.0% | -4.2% |
| 3Y | +19.0% | +182.1% | -163.1% | +8.5% |
| 5Y | +3.1% | +162.6% | -159.6% | -6.2% |
| 10Y | +29.8% | +203.0% | -173.3% | +14.1% |
| All | +29.8% | +194.1% | -164.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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