+73.5%
VCIT vs PSLV
+73.0%
+0.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | 0.0% |
| 7D | +0.7% | +6.3% | -5.6% | +0.5% |
| 30D | +1.8% | -13.0% | +14.8% | +2.3% |
| 3M | -1.1% | -16.9% | +15.8% | -0.6% |
| 6M | -1.7% | -34.0% | +32.3% | -0.4% |
| YTD | -1.1% | -26.8% | +25.7% | -0.8% |
| 1Y | -0.4% | +7.7% | -8.0% | -1.6% |
| 3Y | +20.5% | +125.3% | -104.8% | +15.0% |
| 5Y | +3.8% | +103.8% | -100.0% | -0.9% |
| 10Y | +31.2% | +145.0% | -113.8% | +23.8% |
| All | +73.5% | +73.0% | +0.5% | +57.4% |
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