+74.3%
VCIT vs PSLV
+117.0%
-42.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -0.8% | +7.3% | -8.0% | -1.0% |
| 3M | -1.0% | -7.4% | +6.4% | -0.8% |
| 6M | -1.8% | -20.3% | +18.4% | -1.3% |
| YTD | -0.7% | -8.2% | +7.5% | -1.1% |
| 1Y | +1.0% | +57.9% | -57.0% | -1.7% |
| 3Y | +18.8% | +162.1% | -143.2% | +13.0% |
| 5Y | +3.5% | +151.2% | -147.7% | -1.8% |
| 10Y | +29.2% | +191.7% | -162.4% | +21.1% |
| All | +74.3% | +117.0% | -42.7% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling