+120.6%
VLO vs PSLV
+7.9%
+112.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.0% | -11.7% | -5.5% |
| 7D | -6.0% | -2.6% | -3.3% | -5.9% |
| 30D | -12.9% | -14.2% | +1.3% | -13.2% |
| 3M | +18.3% | -12.2% | +30.6% | +18.1% |
| 6M | +46.4% | -28.1% | +74.5% | +45.3% |
| YTD | +127.7% | -28.2% | +155.9% | +120.7% |
| 1Y | +120.6% | +9.1% | +111.5% | +99.2% |
| All | +120.6% | +7.9% | +112.7% | +99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling