+219.2%
VT vs PSLV
+134.7%
+84.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.2% |
| 7D | -0.1% | +3.9% | -4.0% | -0.8% |
| 30D | -3.1% | -16.3% | +13.3% | -0.2% |
| 3M | -3.5% | -23.0% | +19.5% | +0.5% |
| 6M | +0.5% | -36.5% | +37.0% | +7.6% |
| YTD | +10.8% | -29.6% | +40.4% | +13.0% |
| 1Y | +11.9% | -0.5% | +12.4% | +6.0% |
| 3Y | +73.0% | +120.1% | -47.1% | +36.7% |
| 5Y | +58.6% | +93.3% | -34.7% | +26.8% |
| 10Y | +219.2% | +135.7% | +83.5% | +121.6% |
| All | +219.2% | +134.7% | +84.5% | +121.6% |
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