-11.5%
A vs PSLV
+154.2%
-165.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -2.6% | -3.5% | +0.9% | -2.2% |
| 30D | -0.9% | -2.1% | +1.3% | -0.6% |
| 3M | +13.6% | -1.6% | +15.3% | +13.7% |
| 6M | +27.8% | -25.5% | +53.3% | +32.2% |
| YTD | +8.6% | -11.4% | +20.0% | +5.3% |
| 1Y | +16.9% | +48.6% | -31.7% | 0.0% |
| 3Y | +32.9% | +166.9% | -134.0% | -2.9% |
| All | -11.5% | +154.2% | -165.8% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling