+38.4%
AR vs PSLV
+190.6%
-152.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -2.5% | -3.5% | +1.0% | -2.0% |
| 30D | +2.5% | -2.1% | +4.7% | +2.7% |
| 3M | +12.3% | -1.6% | +13.9% | +12.1% |
| 6M | -3.1% | -25.5% | +22.4% | +0.5% |
| YTD | +11.5% | -11.4% | +22.9% | +7.3% |
| 1Y | +17.0% | +48.6% | -31.6% | -2.2% |
| 3Y | +47.3% | +166.9% | -119.6% | +4.5% |
| 5Y | +141.2% | +152.4% | -11.2% | +71.1% |
| All | +38.4% | +190.6% | -152.1% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling