+75.6%
BAC vs PSLV
+148.4%
-72.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.2% |
| 7D | -0.3% | -4.9% | +4.6% | +0.1% |
| 30D | -1.8% | -1.9% | +0.1% | -1.7% |
| 3M | +15.3% | +4.2% | +11.1% | +14.6% |
| 6M | +30.2% | -27.6% | +57.8% | +32.8% |
| YTD | +15.6% | -11.7% | +27.2% | +13.0% |
| 1Y | +27.5% | +49.3% | -21.9% | +15.4% |
| 3Y | +137.0% | +167.1% | -30.1% | +94.9% |
| 5Y | +75.6% | +151.7% | -76.1% | +37.1% |
| All | +75.6% | +148.4% | -72.8% | +37.1% |
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