+62.2%
BBWI vs PSLV
+120.6%
-58.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.7% | -6.6% |
| 7D | -4.4% | +3.3% | -7.8% | -4.8% |
| 30D | -7.4% | +2.1% | -9.5% | -7.7% |
| 3M | -2.2% | +7.1% | -9.4% | -3.3% |
| 6M | -16.3% | -21.6% | +5.3% | -14.5% |
| YTD | -9.1% | -6.7% | -2.4% | -11.5% |
| 1Y | -34.5% | +59.3% | -93.8% | -41.4% |
| 3Y | -47.0% | +182.1% | -229.1% | -56.5% |
| 5Y | -68.8% | +162.6% | -231.5% | -74.5% |
| 10Y | -57.4% | +203.0% | -260.4% | -66.7% |
| All | +62.2% | +120.6% | -58.4% | +2.8% |
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