+223.2%
VNQ vs PSLV
+109.5%
+113.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.3% | -3.5% | +2.2% | -0.9% |
| 30D | -2.6% | -2.1% | -0.4% | -2.4% |
| 3M | -2.0% | -1.6% | -0.4% | -2.1% |
| 6M | +4.3% | -25.5% | +29.8% | +7.2% |
| YTD | +9.2% | -11.4% | +20.6% | +7.9% |
| 1Y | +5.6% | +48.6% | -43.0% | -3.2% |
| 3Y | +30.8% | +166.9% | -136.0% | +9.7% |
| 5Y | +8.0% | +152.4% | -144.4% | -9.6% |
| 10Y | +63.7% | +187.8% | -124.1% | +31.7% |
| All | +223.2% | +109.5% | +113.7% | +133.6% |
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