-12.3%
BA vs PSLV
-6.2%
-6.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.3% |
| 7D | -0.6% | -4.3% | +3.7% | 0.0% |
| 30D | -8.0% | -16.6% | +8.6% | -5.9% |
| 3M | -25.8% | -24.6% | -1.2% | -23.2% |
| 6M | -27.6% | -42.5% | +15.0% | -23.3% |
| YTD | -21.0% | -31.7% | +10.7% | -18.9% |
| 1Y | -12.3% | -8.7% | -3.6% | -13.1% |
| All | -12.3% | -6.2% | -6.0% | -13.1% |
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