+678.1%
VMC vs PSLV
+120.6%
+557.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.5% |
| 7D | -5.3% | +3.3% | -8.6% | -5.7% |
| 30D | -12.3% | +2.1% | -14.4% | -12.5% |
| 3M | -10.3% | +7.1% | -17.4% | -11.1% |
| 6M | -8.6% | -21.6% | +13.0% | -6.7% |
| YTD | -11.9% | -6.7% | -5.2% | -13.2% |
| 1Y | -13.9% | +59.3% | -73.2% | -20.7% |
| 3Y | +18.2% | +182.1% | -163.9% | +0.7% |
| 5Y | +47.7% | +162.6% | -114.9% | +26.0% |
| 10Y | +152.5% | +203.0% | -50.5% | +107.6% |
| All | +678.1% | +120.6% | +557.5% | +404.3% |
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