+195.0%
VLO vs PSLV
+165.9%
+29.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +5.3% | -3.5% | +8.8% | +5.5% |
| 30D | +18.2% | -2.1% | +20.4% | +18.3% |
| 3M | +53.3% | -1.6% | +55.0% | +53.3% |
| 6M | +70.4% | -25.5% | +95.9% | +73.5% |
| YTD | +143.4% | -11.4% | +154.8% | +134.3% |
| 1Y | +153.0% | +48.6% | +104.4% | +117.9% |
| 3Y | +195.0% | +166.9% | +28.1% | +120.4% |
| All | +195.0% | +165.9% | +29.1% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling