+202.5%
BAH vs PSLV
+190.6%
+12.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.3% | -3.5% | +7.7% | +4.4% |
| 30D | -2.5% | -2.1% | -0.3% | -2.4% |
| 3M | -0.9% | -1.6% | +0.7% | -1.0% |
| 6M | +1.5% | -25.5% | +27.0% | +2.7% |
| YTD | -8.0% | -11.4% | +3.4% | -9.2% |
| 1Y | -24.7% | +48.6% | -73.3% | -29.2% |
| 3Y | -28.4% | +166.9% | -195.3% | -36.6% |
| 5Y | +2.8% | +152.4% | -149.6% | -9.2% |
| All | +202.5% | +190.6% | +12.0% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling