+1,088.3%
VST vs PSLV
+132.7%
+955.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.6% |
| 7D | +19.2% | -4.3% | +23.4% | +20.4% |
| 30D | -17.2% | -16.6% | -0.5% | -13.6% |
| 3M | -8.1% | -24.6% | +16.4% | -2.2% |
| 6M | -8.1% | -42.5% | +34.4% | +3.5% |
| YTD | -16.3% | -31.7% | +15.5% | -13.2% |
| 1Y | -24.1% | -8.7% | -15.5% | -28.0% |
| 3Y | +300.2% | +113.6% | +186.6% | +206.8% |
| 5Y | +645.9% | +83.3% | +562.6% | +480.8% |
| 10Y | +1,152.2% | +143.2% | +1,008.9% | +715.0% |
| All | +1,088.3% | +132.7% | +955.6% | +657.8% |
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