+137.9%
VGT vs PSLV
+154.2%
-16.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.2% | -3.5% | +3.3% | +0.4% |
| 30D | -0.4% | -2.1% | +1.7% | -0.1% |
| 3M | +4.4% | -1.6% | +6.1% | +4.4% |
| 6M | +32.1% | -25.5% | +57.6% | +37.5% |
| YTD | +28.8% | -11.4% | +40.2% | +26.1% |
| 1Y | +35.3% | +48.6% | -13.2% | +17.0% |
| 3Y | +124.8% | +166.9% | -42.1% | +68.9% |
| All | +137.9% | +154.2% | -16.3% | +69.9% |
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