+23.4%
BA vs PSLV
+148.5%
-125.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.9% |
| 7D | -0.6% | -4.3% | +3.7% | +0.5% |
| 30D | -8.0% | -16.6% | +8.6% | -4.0% |
| 3M | -25.8% | -24.6% | -1.2% | -20.9% |
| 6M | -27.6% | -42.5% | +15.0% | -17.8% |
| YTD | -21.0% | -31.7% | +10.7% | -18.7% |
| 1Y | -12.3% | -8.7% | -3.6% | -18.2% |
| 3Y | -12.8% | +113.6% | -126.4% | -40.2% |
| 5Y | -22.4% | +83.3% | -105.7% | -45.0% |
| All | +23.4% | +148.5% | -125.1% | -37.2% |
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