+3.1%
VCIT vs PSLV
+161.1%
-158.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 6M | -1.9% | -21.6% | +19.6% | -1.2% |
| YTD | -1.0% | -6.7% | +5.8% | -2.1% |
| 1Y | +0.2% | +59.3% | -59.0% | -4.9% |
| 3Y | +19.0% | +182.1% | -163.1% | +5.9% |
| 5Y | +3.1% | +162.6% | -159.6% | -9.5% |
| All | +3.1% | +161.1% | -158.0% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling