-20.6%
BA vs PSLV
+90.6%
-111.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.3% |
| 7D | 0.0% | +3.9% | -3.8% | -0.8% |
| 30D | -8.9% | -16.3% | +7.4% | -5.8% |
| 3M | -25.5% | -23.0% | -2.6% | -21.9% |
| 6M | -27.0% | -36.5% | +9.6% | -20.8% |
| YTD | -20.1% | -29.6% | +9.5% | -19.5% |
| 1Y | -11.0% | -0.5% | -10.5% | -19.0% |
| 3Y | -11.8% | +120.1% | -131.9% | -38.3% |
| 5Y | -20.6% | +93.3% | -113.9% | -39.9% |
| All | -20.6% | +90.6% | -111.3% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling