+1,280.9%
VRTX vs PSLV
+115.4%
+1,165.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.1% |
| 7D | -3.4% | +2.7% | -6.1% | -3.6% |
| 30D | +6.6% | +3.5% | +3.2% | +6.3% |
| 3M | +19.4% | +0.3% | +19.1% | +19.2% |
| 6M | +15.8% | -21.0% | +36.8% | +17.5% |
| YTD | +16.7% | -8.9% | +25.6% | +16.4% |
| 1Y | +33.8% | +54.0% | -20.2% | +28.3% |
| 3Y | +54.2% | +175.4% | -121.3% | +40.6% |
| 5Y | +176.4% | +157.7% | +18.7% | +152.2% |
| 10Y | +443.5% | +184.9% | +258.6% | +384.2% |
| All | +1,280.9% | +115.4% | +1,165.5% | +1,089.2% |
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 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