+398.2%
VT vs PSLV
+117.0%
+281.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.4% | -0.6% | +1.1% | +0.5% |
| 30D | +1.0% | +7.3% | -6.3% | -0.1% |
| 3M | +2.4% | -7.4% | +9.8% | +3.2% |
| 6M | +12.0% | -20.3% | +32.3% | +14.7% |
| YTD | +15.3% | -8.2% | +23.6% | +13.8% |
| 1Y | +22.6% | +57.9% | -35.3% | +11.0% |
| 3Y | +74.7% | +162.1% | -87.4% | +45.5% |
| 5Y | +66.1% | +151.2% | -85.0% | +37.9% |
| 10Y | +225.0% | +191.7% | +33.3% | +157.6% |
| All | +398.2% | +117.0% | +281.2% | +274.8% |
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