+1.7%
VFC vs PSLV
+115.4%
-113.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.8% |
| 7D | +0.8% | +2.7% | -1.8% | +0.5% |
| 30D | -11.9% | +3.5% | -15.4% | -12.3% |
| 3M | -20.2% | +0.3% | -20.4% | -20.3% |
| 6M | -23.0% | -21.0% | -2.0% | -21.5% |
| YTD | -26.2% | -8.9% | -17.3% | -26.7% |
| 1Y | -13.3% | +54.0% | -67.3% | -18.5% |
| 3Y | -25.5% | +175.4% | -200.9% | -33.6% |
| 5Y | -78.1% | +157.7% | -235.8% | -80.5% |
| 10Y | -68.8% | +184.9% | -253.7% | -72.8% |
| All | +1.7% | +115.4% | -113.7% | -20.6% |
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