+20.9%
BAX vs PSLV
+115.4%
-94.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.7% |
| 7D | -2.4% | +2.7% | -5.1% | -2.7% |
| 30D | -9.7% | +3.5% | -13.2% | -10.1% |
| 3M | +29.3% | +0.3% | +29.0% | +28.9% |
| 6M | +40.7% | -21.0% | +61.7% | +43.0% |
| YTD | +30.3% | -8.9% | +39.2% | +29.5% |
| 1Y | +3.4% | +54.0% | -50.6% | -2.1% |
| 3Y | -32.0% | +175.4% | -207.5% | -39.1% |
| 5Y | -66.9% | +157.7% | -224.5% | -70.3% |
| 10Y | -37.1% | +184.9% | -222.0% | -45.1% |
| All | +20.9% | +115.4% | -94.5% | +0.5% |
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