+482.5%
BAC vs PSLV
+57.8%
+424.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +3.2% | -6.3% | +9.5% | +3.7% |
| 30D | -0.7% | -12.7% | +12.0% | +0.2% |
| 3M | -20.0% | -24.7% | +4.8% | -18.4% |
| 6M | +3.4% | -44.6% | +48.0% | +7.5% |
| YTD | -5.7% | -33.3% | +27.5% | -4.7% |
| 1Y | -1.4% | -8.6% | +7.1% | -3.0% |
| 3Y | +97.9% | +108.2% | -10.3% | +81.4% |
| 5Y | +22.9% | +79.1% | -56.2% | +13.1% |
| 10Y | +235.3% | +137.7% | +97.7% | +198.0% |
| All | +482.5% | +57.8% | +424.7% | +376.6% |
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