+231.6%
VEA vs PSLV
+109.5%
+122.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.5% | -3.5% | +2.0% | -0.9% |
| 30D | -0.8% | -2.1% | +1.3% | -0.6% |
| 3M | +2.5% | -1.6% | +4.1% | +2.5% |
| 6M | +11.1% | -25.5% | +36.6% | +15.7% |
| YTD | +17.2% | -11.4% | +28.6% | +16.3% |
| 1Y | +24.5% | +48.6% | -24.1% | +12.4% |
| 3Y | +75.4% | +166.9% | -91.5% | +42.1% |
| 5Y | +61.1% | +152.4% | -91.3% | +30.5% |
| 10Y | +163.1% | +187.8% | -24.7% | +103.1% |
| All | +231.6% | +109.5% | +122.1% | +144.6% |
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