+221.8%
VT vs PSLV
+142.8%
+79.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | +2.4% | -6.3% | +8.6% | +3.5% |
| 30D | -1.5% | -12.7% | +11.2% | +0.7% |
| 3M | -4.1% | -24.7% | +20.6% | +0.3% |
| 6M | +0.6% | -44.6% | +45.1% | +10.2% |
| YTD | +11.0% | -33.3% | +44.3% | +14.2% |
| 1Y | +13.3% | -8.6% | +21.9% | +9.0% |
| 3Y | +73.4% | +108.2% | -34.8% | +38.2% |
| 5Y | +57.4% | +79.1% | -21.7% | +27.5% |
| All | +221.8% | +142.8% | +79.0% | +120.8% |
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 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