+46.9%
BB vs PSLV
+165.9%
-118.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -0.4% | -3.5% | +3.1% | +0.4% |
| 30D | -12.5% | -2.1% | -10.4% | -12.1% |
| 3M | -17.4% | -1.6% | -15.8% | -17.4% |
| 6M | +119.1% | -25.5% | +144.6% | +129.9% |
| YTD | +102.4% | -11.4% | +113.8% | +89.9% |
| 1Y | +98.2% | +48.6% | +49.6% | +45.7% |
| 3Y | +46.9% | +166.9% | -119.9% | -15.7% |
| All | +46.9% | +165.9% | -118.9% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling