+543.1%
VEEV vs PSLV
+190.6%
+352.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -4.6% | -3.5% | -1.2% | -4.2% |
| 30D | +8.6% | -2.1% | +10.8% | +8.9% |
| 3M | +62.4% | -1.6% | +64.1% | +62.5% |
| 6M | +40.3% | -25.5% | +65.8% | +45.2% |
| YTD | +17.5% | -11.4% | +29.0% | +14.7% |
| 1Y | -6.1% | +48.6% | -54.7% | -18.7% |
| 3Y | +16.7% | +166.9% | -150.2% | -13.5% |
| 5Y | -13.3% | +152.4% | -165.8% | -36.0% |
| All | +543.1% | +190.6% | +352.6% | +328.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling