+71.9%
VCIT vs PSLV
+61.5%
+10.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.6% |
| 7D | -1.4% | -4.3% | +2.9% | -1.2% |
| 30D | +0.8% | -16.6% | +17.4% | +1.4% |
| 3M | -1.7% | -24.6% | +22.8% | -0.9% |
| 6M | -2.1% | -42.5% | +40.5% | -0.4% |
| YTD | -2.0% | -31.7% | +29.7% | -1.5% |
| 1Y | -1.5% | -8.7% | +7.2% | -2.1% |
| 3Y | +19.0% | +113.6% | -94.6% | +13.8% |
| 5Y | +3.8% | +83.3% | -79.6% | -0.6% |
| 10Y | +30.6% | +143.2% | -112.6% | +23.4% |
| All | +71.9% | +61.5% | +10.4% | +56.3% |
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