+964.9%
VUG vs PSLV
+120.6%
+844.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.8% |
| 7D | +0.1% | +3.3% | -3.2% | -0.3% |
| 30D | -1.7% | +2.1% | -3.8% | -2.0% |
| 3M | +2.8% | +7.1% | -4.3% | +1.7% |
| 6M | +13.6% | -21.6% | +35.2% | +16.2% |
| YTD | +8.1% | -6.7% | +14.8% | +6.6% |
| 1Y | +13.1% | +59.3% | -46.2% | +3.6% |
| 3Y | +87.0% | +182.1% | -95.1% | +58.3% |
| 5Y | +76.0% | +162.6% | -86.7% | +49.0% |
| 10Y | +420.5% | +203.0% | +217.5% | +325.8% |
| All | +964.9% | +120.6% | +844.3% | +727.8% |
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