+147.3%
VXUS vs PSLV
+190.6%
-43.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.4% | -3.5% | +2.0% | -0.8% |
| 30D | -0.5% | -2.1% | +1.7% | -0.1% |
| 3M | +2.6% | -1.6% | +4.2% | +2.5% |
| 6M | +10.9% | -25.5% | +36.4% | +16.5% |
| YTD | +16.1% | -11.4% | +27.6% | +14.2% |
| 1Y | +22.3% | +48.6% | -26.3% | +5.5% |
| 3Y | +72.0% | +166.9% | -94.9% | +27.0% |
| 5Y | +54.1% | +152.4% | -98.3% | +13.5% |
| All | +147.3% | +190.6% | -43.3% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling