+1,079.0%
VST vs PSLV
+141.1%
+937.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +10.9% | -1.5% | +12.4% | +11.4% |
| 30D | -15.6% | -15.2% | -0.4% | -12.3% |
| 3M | -7.8% | -21.4% | +13.7% | -2.7% |
| 6M | -12.0% | -39.9% | +28.0% | -1.8% |
| YTD | -16.9% | -29.3% | +12.3% | -14.6% |
| 1Y | -25.1% | -1.6% | -23.5% | -30.2% |
| 3Y | +297.1% | +121.3% | +175.8% | +202.0% |
| 5Y | +641.9% | +89.9% | +552.0% | +473.1% |
| 10Y | +1,142.3% | +152.0% | +990.3% | +702.2% |
| All | +1,079.0% | +141.1% | +937.9% | +645.9% |
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