+189.6%
VTR vs PSLV
+109.5%
+80.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.3% | -3.5% | +3.1% | +0.1% |
| 30D | +1.1% | -2.1% | +3.2% | +1.3% |
| 3M | +7.9% | -1.6% | +9.5% | +7.8% |
| 6M | +6.2% | -25.5% | +31.7% | +9.6% |
| YTD | +17.7% | -11.4% | +29.1% | +15.5% |
| 1Y | +32.9% | +48.6% | -15.7% | +18.8% |
| 3Y | +129.7% | +166.9% | -37.2% | +82.9% |
| 5Y | +89.3% | +152.4% | -63.1% | +50.7% |
| 10Y | +99.1% | +187.8% | -88.6% | +49.6% |
| All | +189.6% | +109.5% | +80.1% | +94.7% |
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