+555.1%
VYM vs PSLV
+109.5%
+445.6%
-35.2%
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 | -0.8% | -3.5% | +2.7% | -0.5% |
| 30D | -2.2% | -2.1% | -0.1% | -2.1% |
| 3M | +3.1% | -1.6% | +4.7% | +3.0% |
| 6M | +9.7% | -25.5% | +35.2% | +11.9% |
| YTD | +14.9% | -11.4% | +26.3% | +14.0% |
| 1Y | +17.6% | +48.6% | -31.0% | +10.7% |
| 3Y | +65.3% | +166.9% | -101.6% | +46.2% |
| 5Y | +78.7% | +152.4% | -73.7% | +57.8% |
| 10Y | +208.2% | +187.8% | +20.4% | +164.1% |
| All | +555.1% | +109.5% | +445.6% | +437.5% |
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