+22.4%
B vs PSLV
+115.4%
-93.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -0.9% |
| 7D | +2.3% | +2.7% | -0.3% | +0.4% |
| 30D | +1.4% | +3.5% | -2.1% | -1.4% |
| 3M | +12.2% | +0.3% | +11.9% | +11.8% |
| 6M | -2.1% | -21.0% | +18.9% | +15.8% |
| YTD | +2.9% | -8.9% | +11.9% | +0.4% |
| 1Y | +55.3% | +54.0% | +1.3% | -1.5% |
| 3Y | +198.7% | +175.4% | +23.2% | +17.3% |
| 5Y | +153.8% | +157.7% | -3.9% | +5.0% |
| 10Y | +193.4% | +184.9% | +8.5% | +7.7% |
| All | +22.4% | +115.4% | -93.0% | -50.4% |
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 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