+153.9%
BBIO vs PSLV
+165.9%
-12.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -3.2% | -3.5% | +0.2% | -2.7% |
| 30D | -13.6% | -2.1% | -11.4% | -13.4% |
| 3M | +7.2% | -1.6% | +8.9% | +7.1% |
| 6M | +1.5% | -25.5% | +27.0% | +4.5% |
| YTD | -5.3% | -11.4% | +6.1% | -4.9% |
| 1Y | +37.7% | +48.6% | -10.9% | +27.6% |
| 3Y | +153.9% | +166.9% | -13.0% | +92.4% |
| All | +153.9% | +165.9% | -12.0% | +92.4% |
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