+291.1%
VRSN vs PSLV
+190.6%
+100.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +0.2% | -3.5% | +3.7% | +0.5% |
| 30D | +3.8% | -2.1% | +5.9% | +3.9% |
| 3M | +5.0% | -1.6% | +6.7% | +5.0% |
| 6M | +24.9% | -25.5% | +50.4% | +27.7% |
| YTD | +21.6% | -11.4% | +33.0% | +18.9% |
| 1Y | +2.4% | +48.6% | -46.2% | -8.3% |
| 3Y | +47.3% | +166.9% | -119.5% | +16.9% |
| 5Y | +34.7% | +152.4% | -117.7% | +6.6% |
| All | +291.1% | +190.6% | +100.5% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling