+22.6%
BAC vs PSLV
+79.9%
-57.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +3.2% | -6.3% | +9.5% | +3.8% |
| 30D | -0.7% | -12.7% | +12.0% | +0.4% |
| 3M | -20.0% | -24.7% | +4.8% | -18.2% |
| 6M | +3.4% | -44.6% | +48.0% | +8.0% |
| YTD | -5.7% | -33.3% | +27.5% | -5.8% |
| 1Y | -1.4% | -8.6% | +7.1% | -5.9% |
| 3Y | +97.9% | +108.2% | -10.3% | +65.5% |
| All | +22.6% | +79.9% | -57.4% | -6.5% |
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