+75.8%
VSAT vs PSLV
+120.6%
-44.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.3% | -7.5% |
| 7D | +3.5% | +3.3% | +0.2% | +2.6% |
| 30D | -14.7% | +2.1% | -16.8% | -15.1% |
| 3M | +13.2% | +7.1% | +6.0% | +11.2% |
| 6M | +57.4% | -21.6% | +79.0% | +65.2% |
| YTD | +110.0% | -6.7% | +116.7% | +107.4% |
| 1Y | +134.4% | +59.3% | +75.1% | +105.2% |
| 3Y | +203.5% | +182.1% | +21.4% | +137.5% |
| 5Y | +47.1% | +162.6% | -115.5% | +15.1% |
| 10Y | +0.4% | +203.0% | -202.7% | -25.3% |
| All | +75.8% | +120.6% | -44.8% | +27.0% |
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