+100.6%
VWO vs PSLV
+109.5%
-8.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.8% | -3.5% | +1.7% | -1.1% |
| 30D | -0.1% | -2.1% | +2.0% | +0.2% |
| 3M | +2.2% | -1.6% | +3.9% | +2.2% |
| 6M | +8.8% | -25.5% | +34.2% | +13.9% |
| YTD | +12.4% | -11.4% | +23.8% | +11.2% |
| 1Y | +15.6% | +48.6% | -33.0% | +2.4% |
| 3Y | +62.5% | +166.9% | -104.4% | +26.8% |
| 5Y | +34.3% | +152.4% | -118.1% | +4.8% |
| 10Y | +114.8% | +187.8% | -73.0% | +58.1% |
| All | +100.6% | +109.5% | -8.9% | +36.8% |
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