-24.9%
AR vs PSLV
+146.2%
-171.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.8% | +2.7% | -4.5% | -2.2% |
| 30D | +12.6% | +3.5% | +9.1% | +11.9% |
| 3M | +10.0% | +0.3% | +9.7% | +9.5% |
| 6M | +0.6% | -21.0% | +21.7% | +3.3% |
| YTD | +13.4% | -8.9% | +22.3% | +9.2% |
| 1Y | +21.7% | +54.0% | -32.3% | +2.7% |
| 3Y | +45.8% | +175.4% | -129.6% | +6.2% |
| 5Y | +144.3% | +157.7% | -13.4% | +78.4% |
| 10Y | +41.8% | +184.9% | -143.1% | -1.0% |
| All | -24.9% | +146.2% | -171.0% | -51.2% |
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