+205.9%
BA vs PSLV
+61.5%
+144.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.1% |
| 7D | -0.6% | -4.3% | +3.7% | +0.1% |
| 30D | -8.0% | -16.6% | +8.6% | -5.4% |
| 3M | -25.8% | -24.6% | -1.2% | -22.5% |
| 6M | -27.6% | -42.5% | +15.0% | -21.2% |
| YTD | -21.0% | -31.7% | +10.7% | -18.6% |
| 1Y | -12.3% | -8.7% | -3.6% | -14.4% |
| 3Y | -12.8% | +113.6% | -126.4% | -27.2% |
| 5Y | -22.4% | +83.3% | -105.7% | -34.2% |
| 10Y | +24.6% | +143.2% | -118.6% | -1.4% |
| All | +205.9% | +61.5% | +144.4% | +132.2% |
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 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