+1,085.0%
ALL vs PSLV
+115.4%
+969.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.3% |
| 7D | -1.7% | +2.7% | -4.4% | -1.8% |
| 30D | -4.7% | +3.5% | -8.1% | -4.8% |
| 3M | +18.4% | +0.3% | +18.1% | +18.3% |
| 6M | +20.5% | -21.0% | +41.5% | +21.2% |
| YTD | +23.5% | -8.9% | +32.5% | +22.6% |
| 1Y | +29.0% | +54.0% | -25.0% | +24.0% |
| 3Y | +153.7% | +175.4% | -21.7% | +134.6% |
| 5Y | +114.8% | +157.7% | -42.9% | +98.4% |
| 10Y | +356.1% | +184.9% | +171.2% | +311.8% |
| All | +1,085.0% | +115.4% | +969.6% | +888.3% |
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