-6.8%
AVGO vs PSLV
+7.9%
-14.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.0% | -8.0% | -2.9% |
| 7D | -7.5% | -2.6% | -4.8% | -7.1% |
| 30D | -10.2% | -14.2% | +3.9% | -8.2% |
| 3M | -22.0% | -12.2% | -9.8% | -20.6% |
| 6M | -21.6% | -28.1% | +6.5% | -18.6% |
| YTD | -5.4% | -28.2% | +22.8% | -8.5% |
| 1Y | -6.8% | +9.1% | -16.0% | -27.3% |
| All | -6.8% | +7.9% | -14.7% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling