+359.1%
VST vs PSLV
+175.1%
+184.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +9.9% | +2.7% | +7.2% | +9.1% |
| 30D | +7.9% | +3.5% | +4.5% | +6.8% |
| 3M | +3.4% | +0.3% | +3.1% | +2.8% |
| 6M | -4.1% | -21.0% | +16.9% | +0.5% |
| YTD | -5.7% | -8.9% | +3.2% | -12.3% |
| 1Y | -18.9% | +54.0% | -72.8% | -42.6% |
| 3Y | +359.1% | +175.4% | +183.6% | +159.5% |
| All | +359.1% | +175.1% | +184.0% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling