+75.8%
BA vs PSLV
+190.6%
-114.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.8% | -3.5% | +2.6% | 0.0% |
| 30D | -9.0% | -2.1% | -6.8% | -8.7% |
| 3M | -5.0% | -1.6% | -3.4% | -5.2% |
| 6M | -1.7% | -25.5% | +23.8% | +4.4% |
| YTD | -3.1% | -11.4% | +8.3% | -6.1% |
| 1Y | -4.3% | +48.6% | -52.9% | -22.4% |
| 3Y | -0.3% | +166.9% | -167.1% | -34.4% |
| 5Y | +0.1% | +152.4% | -152.3% | -34.2% |
| All | +75.8% | +190.6% | -114.8% | -11.2% |
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 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