+380.8%
VT vs PSLV
+73.0%
+307.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.2% |
| 7D | +0.4% | +6.3% | -6.0% | -0.5% |
| 30D | -2.6% | -13.0% | +10.4% | -0.8% |
| 3M | -3.2% | -16.9% | +13.7% | -0.9% |
| 6M | +0.9% | -34.0% | +34.9% | +6.3% |
| YTD | +11.3% | -26.8% | +38.2% | +13.2% |
| 1Y | +14.0% | +7.7% | +6.3% | +9.1% |
| 3Y | +75.8% | +125.3% | -49.4% | +49.4% |
| 5Y | +57.8% | +103.8% | -45.9% | +34.8% |
| 10Y | +219.8% | +145.0% | +74.8% | +159.9% |
| All | +380.8% | +73.0% | +307.8% | +272.8% |
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 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