+115.4%
ALL vs PSLV
+148.4%
-33.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.9% |
| 7D | -4.3% | -4.9% | +0.6% | -4.4% |
| 30D | -3.6% | -1.9% | -1.7% | -3.6% |
| 3M | +13.2% | +4.2% | +9.0% | +13.4% |
| 6M | +22.5% | -27.6% | +50.1% | +22.4% |
| YTD | +22.7% | -11.7% | +34.4% | +21.7% |
| 1Y | +28.3% | +49.3% | -21.0% | +24.3% |
| 3Y | +152.0% | +167.1% | -15.1% | +136.0% |
| 5Y | +115.4% | +151.7% | -36.2% | +96.1% |
| All | +115.4% | +148.4% | -33.0% | +96.1% |
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