+4.1%
BBWI vs PSLV
+7.9%
-3.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +4.2% |
| 7D | +8.8% | -2.6% | +11.4% | +8.7% |
| 30D | +34.8% | -14.2% | +49.0% | +34.5% |
| 3M | +12.9% | -12.2% | +25.2% | +12.5% |
| 6M | +29.6% | -28.1% | +57.7% | +29.6% |
| YTD | +20.8% | -28.2% | +49.0% | +10.6% |
| 1Y | +4.1% | +9.1% | -5.1% | -37.2% |
| All | +4.1% | +7.9% | -3.8% | -37.2% |
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 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