+224.7%
VZ vs PSLV
+57.8%
+166.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | +1.5% | -6.3% | +7.8% | +1.6% |
| 30D | +4.4% | -12.7% | +17.0% | +4.6% |
| 3M | -2.4% | -24.7% | +22.4% | -1.9% |
| 6M | +1.4% | -44.6% | +46.0% | +2.6% |
| YTD | +21.4% | -33.3% | +54.7% | +20.4% |
| 1Y | +20.3% | -8.6% | +28.8% | +17.2% |
| 3Y | +57.4% | +108.2% | -50.8% | +45.3% |
| 5Y | +21.9% | +79.1% | -57.2% | +13.0% |
| 10Y | +70.7% | +137.7% | -66.9% | +55.0% |
| All | +224.7% | +57.8% | +166.9% | +191.5% |
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