+182.8%
VXUS vs PSLV
+81.6%
+101.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +1.6% | +2.7% | -1.1% | +1.1% |
| 30D | +1.0% | +3.5% | -2.5% | +0.3% |
| 3M | +5.7% | +0.3% | +5.4% | +5.3% |
| 6M | +13.6% | -21.0% | +34.6% | +17.4% |
| YTD | +17.4% | -8.9% | +26.3% | +15.9% |
| 1Y | +25.1% | +54.0% | -28.9% | +11.4% |
| 3Y | +75.8% | +175.4% | -99.6% | +39.5% |
| 5Y | +55.4% | +157.7% | -102.3% | +23.5% |
| 10Y | +146.4% | +184.9% | -38.5% | +86.4% |
| All | +182.8% | +81.6% | +101.1% | +119.8% |
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