-9.5%
VMC vs PSLV
+57.1%
-66.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -4.3% | -0.6% | -3.7% | -4.3% |
| 30D | -8.2% | +7.3% | -15.5% | -8.6% |
| 3M | -7.0% | -7.4% | +0.4% | -6.8% |
| 6M | -10.8% | -20.3% | +9.5% | -10.1% |
| YTD | -7.4% | -8.2% | +0.9% | -8.2% |
| 1Y | -9.5% | +57.9% | -67.4% | -14.5% |
| All | -9.5% | +57.1% | -66.6% | -14.5% |
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