+78.0%
VSXY vs PSLV
+140.0%
-62.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +0.1% | -3.5% | +3.6% | +0.6% |
| 30D | -18.7% | -2.1% | -16.5% | -18.6% |
| 3M | -4.0% | -1.6% | -2.3% | -4.1% |
| 6M | +67.5% | -25.5% | +93.0% | +72.8% |
| YTD | +39.7% | -11.4% | +51.1% | +36.1% |
| 1Y | +180.0% | +48.6% | +131.4% | +142.6% |
| 3Y | +337.3% | +166.9% | +170.4% | +229.3% |
| 5Y | +22.7% | +152.4% | -129.7% | -15.0% |
| All | +78.0% | +140.0% | -62.0% | +21.1% |
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