-38.0%
VG vs PSLV
+109.3%
-147.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.1% |
| 7D | -2.5% | +2.7% | -5.2% | -2.5% |
| 30D | +11.1% | +3.5% | +7.6% | +11.2% |
| 3M | +14.9% | +0.3% | +14.6% | +15.1% |
| 6M | +18.4% | -21.0% | +39.4% | +19.5% |
| YTD | +116.6% | -8.9% | +125.5% | +90.9% |
| 1Y | +9.4% | +54.0% | -44.6% | -36.2% |
| All | -38.0% | +109.3% | -147.4% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling