-3.5%
BA vs PSLV
+161.1%
-164.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.5% | -2.5% |
| 7D | -1.2% | +3.3% | -4.5% | -1.8% |
| 30D | -11.3% | +2.1% | -13.5% | -11.8% |
| 3M | -3.8% | +7.1% | -10.9% | -5.4% |
| 6M | -8.3% | -21.6% | +13.3% | -5.0% |
| YTD | -4.9% | -6.7% | +1.8% | -8.9% |
| 1Y | -10.1% | +59.3% | -69.3% | -26.7% |
| 3Y | -2.3% | +182.1% | -184.4% | -33.5% |
| 5Y | -3.5% | +162.6% | -166.1% | -35.8% |
| All | -3.5% | +161.1% | -164.6% | -35.8% |
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