-20.3%
VFC vs PSLV
+165.9%
-186.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | -1.4% | -3.5% | +2.1% | -0.8% |
| 30D | -9.0% | -2.1% | -6.8% | -8.8% |
| 3M | -24.2% | -1.6% | -22.5% | -24.2% |
| 6M | -18.5% | -25.5% | +7.0% | -14.9% |
| YTD | -25.9% | -11.4% | -14.5% | -28.5% |
| 1Y | -13.0% | +48.6% | -61.6% | -28.8% |
| 3Y | -20.3% | +166.9% | -187.2% | -50.8% |
| All | -20.3% | +165.9% | -186.2% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling