-34.8%
VG vs PSLV
+103.0%
-137.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +1.3% |
| 7D | +7.0% | -4.9% | +11.9% | +6.9% |
| 30D | +17.2% | -1.9% | +19.1% | +17.2% |
| 3M | +16.8% | +4.2% | +12.6% | +16.9% |
| 6M | +36.3% | -27.6% | +63.9% | +39.0% |
| YTD | +127.9% | -11.7% | +139.6% | +100.7% |
| 1Y | +11.7% | +49.3% | -37.6% | -34.9% |
| All | -34.8% | +103.0% | -137.8% | -74.8% |
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 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