-39.3%
VG vs PSLV
+110.9%
-150.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | +16.0% | +7.3% | +8.7% | +16.2% |
| 3M | +9.7% | -7.4% | +17.1% | +10.0% |
| 6M | +29.6% | -20.3% | +49.8% | +30.7% |
| YTD | +112.0% | -8.2% | +120.3% | +86.9% |
| 1Y | +12.8% | +57.9% | -45.1% | -35.3% |
| All | -39.3% | +110.9% | -150.2% | -76.6% |
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