-67.0%
BAX vs PSLV
+148.4%
-215.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.2% |
| 7D | -5.4% | -4.9% | -0.6% | -4.9% |
| 30D | -12.4% | -1.9% | -10.5% | -12.3% |
| 3M | +19.1% | +4.2% | +14.9% | +18.1% |
| 6M | +38.6% | -27.6% | +66.2% | +43.2% |
| YTD | +26.7% | -11.7% | +38.4% | +25.0% |
| 1Y | +1.0% | +49.3% | -48.3% | -7.6% |
| 3Y | -33.9% | +167.1% | -201.0% | -45.1% |
| 5Y | -67.0% | +151.7% | -218.7% | -73.2% |
| All | -67.0% | +148.4% | -215.4% | -73.2% |
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