+3,898.9%
VLO vs PSLV
+120.6%
+3,778.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.2% |
| 7D | +6.2% | +3.3% | +2.9% | +5.7% |
| 30D | +23.5% | +2.1% | +21.4% | +22.9% |
| 3M | +53.9% | +7.1% | +46.7% | +51.6% |
| 6M | +81.7% | -21.6% | +103.2% | +86.3% |
| YTD | +142.5% | -6.7% | +149.2% | +134.6% |
| 1Y | +145.4% | +59.3% | +86.2% | +111.7% |
| 3Y | +197.3% | +182.1% | +15.2% | +125.8% |
| 5Y | +614.6% | +162.6% | +452.0% | +444.6% |
| 10Y | +938.9% | +203.0% | +735.9% | +641.1% |
| All | +3,898.9% | +120.6% | +3,778.3% | +2,570.9% |
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 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