-2.6%
BAX vs PSLV
+49.9%
-52.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -7.9% | -3.5% | -4.4% | -7.6% |
| 30D | -11.7% | -2.1% | -9.5% | -11.6% |
| 3M | +16.2% | -1.6% | +17.8% | +16.2% |
| 6M | +32.0% | -25.5% | +57.5% | +35.0% |
| YTD | +24.7% | -11.4% | +36.1% | +23.0% |
| 1Y | -2.6% | +48.6% | -51.2% | -4.8% |
| All | -2.6% | +49.9% | -52.5% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling