+426.7%
VRTX vs PSLV
+190.6%
+236.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.6% | -3.5% | -2.2% | -5.2% |
| 30D | -2.0% | -2.1% | +0.2% | -1.8% |
| 3M | +15.8% | -1.6% | +17.5% | +15.8% |
| 6M | +4.7% | -25.5% | +30.2% | +8.0% |
| YTD | +13.7% | -11.4% | +25.1% | +12.9% |
| 1Y | +29.7% | +48.6% | -18.9% | +19.0% |
| 3Y | +48.4% | +166.9% | -118.4% | +22.0% |
| 5Y | +173.3% | +152.4% | +20.9% | +124.5% |
| All | +426.7% | +190.6% | +236.1% | +294.3% |
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 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