+890.1%
VRSN vs PSLV
+120.6%
+769.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.5% |
| 7D | -1.0% | +3.3% | -4.4% | -1.2% |
| 30D | -1.9% | +2.1% | -4.0% | -2.1% |
| 3M | +1.4% | +7.1% | -5.8% | +0.8% |
| 6M | +19.0% | -21.6% | +40.6% | +20.6% |
| YTD | +19.2% | -6.7% | +25.9% | +17.5% |
| 1Y | +1.7% | +59.3% | -57.6% | -5.0% |
| 3Y | +41.4% | +182.1% | -140.7% | +24.1% |
| 5Y | +31.7% | +162.6% | -131.0% | +15.6% |
| 10Y | +290.3% | +203.0% | +87.2% | +231.9% |
| All | +890.1% | +120.6% | +769.5% | +705.1% |
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