-13.0%
VFC vs PSLV
+49.9%
-62.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | -1.4% | -3.5% | +2.1% | -1.0% |
| 30D | -9.0% | -2.1% | -6.8% | -8.8% |
| 3M | -24.2% | -1.6% | -22.5% | -24.1% |
| 6M | -18.5% | -25.5% | +7.0% | -16.7% |
| YTD | -25.9% | -11.4% | -14.5% | -24.6% |
| 1Y | -13.0% | +48.6% | -61.6% | -1.2% |
| All | -13.0% | +49.9% | -62.8% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling