+2.5%
BAH vs PSLV
+148.4%
-145.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.3% | +10.1% | +5.0% |
| 7D | +2.4% | -4.9% | +7.3% | +2.6% |
| 30D | -2.9% | -1.9% | -1.1% | -2.9% |
| 3M | -1.3% | +4.2% | -5.5% | -1.5% |
| 6M | -0.9% | -27.6% | +26.7% | 0.0% |
| YTD | -8.2% | -11.7% | +3.4% | -9.9% |
| 1Y | -24.0% | +49.3% | -73.3% | -28.8% |
| 3Y | -28.1% | +167.1% | -195.2% | -36.6% |
| 5Y | +2.5% | +151.7% | -149.2% | -10.7% |
| All | +2.5% | +148.4% | -145.9% | -10.7% |
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