+222.3%
VT vs PSLV
+183.8%
+38.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.0% | +2.7% | -1.7% | +0.6% |
| 30D | -0.2% | +3.5% | -3.7% | -0.9% |
| 3M | +4.5% | +0.3% | +4.3% | +4.1% |
| 6M | +14.1% | -21.0% | +35.1% | +17.6% |
| YTD | +14.8% | -8.9% | +23.7% | +12.3% |
| 1Y | +21.2% | +54.0% | -32.8% | +5.8% |
| 3Y | +76.6% | +175.4% | -98.9% | +34.6% |
| 5Y | +66.6% | +157.7% | -91.1% | +26.8% |
| 10Y | +222.3% | +184.9% | +37.4% | +122.2% |
| All | +222.3% | +183.8% | +38.5% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling