+558.4%
A vs PSLV
+120.6%
+437.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.7% |
| 7D | -4.4% | +3.3% | -7.7% | -4.8% |
| 30D | -2.7% | +2.1% | -4.8% | -2.9% |
| 3M | +7.0% | +7.1% | -0.1% | +5.9% |
| 6M | +24.6% | -21.6% | +46.2% | +27.5% |
| YTD | +7.0% | -6.7% | +13.7% | +5.2% |
| 1Y | +15.6% | +59.3% | -43.7% | +5.1% |
| 3Y | +29.9% | +182.1% | -152.2% | +8.8% |
| 5Y | -15.4% | +162.6% | -178.0% | -29.1% |
| 10Y | +248.9% | +203.0% | +45.8% | +181.0% |
| All | +558.4% | +120.6% | +437.8% | +412.9% |
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