+278.5%
BA vs PSLV
+117.0%
+161.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | -11.6% | +7.3% | -18.9% | -12.8% |
| 3M | -2.4% | -7.4% | +5.0% | -1.5% |
| 6M | -6.6% | -20.3% | +13.7% | -3.8% |
| YTD | -2.2% | -8.2% | +6.0% | -3.9% |
| 1Y | -8.0% | +57.9% | -66.0% | -18.3% |
| 3Y | -5.0% | +162.1% | -167.1% | -23.2% |
| 5Y | -2.7% | +151.2% | -153.9% | -21.6% |
| 10Y | +75.9% | +191.7% | -115.8% | +33.5% |
| All | +278.5% | +117.0% | +161.5% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling