+404.6%
VIAV vs PSLV
+190.6%
+214.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +11.2% | -3.5% | +14.6% | +12.0% |
| 30D | -10.1% | -2.1% | -8.0% | -9.7% |
| 3M | -22.9% | -1.6% | -21.2% | -22.8% |
| 6M | +28.8% | -25.5% | +54.3% | +35.8% |
| YTD | +117.5% | -11.4% | +128.9% | +114.6% |
| 1Y | +216.1% | +48.6% | +167.5% | +177.6% |
| 3Y | +292.2% | +166.9% | +125.3% | +201.9% |
| 5Y | +141.0% | +152.4% | -11.4% | +85.3% |
| All | +404.6% | +190.6% | +214.0% | +241.9% |
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 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