+56.7%
BDX vs PSLV
+190.6%
-133.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -3.2% | -3.5% | +0.3% | -2.9% |
| 30D | -2.5% | -2.1% | -0.4% | -2.4% |
| 3M | +21.4% | -1.6% | +23.1% | +21.4% |
| 6M | +10.4% | -25.5% | +35.9% | +12.7% |
| YTD | +18.8% | -11.4% | +30.3% | +17.3% |
| 1Y | +21.7% | +48.6% | -26.9% | +13.0% |
| 3Y | -10.0% | +166.9% | -176.8% | -22.7% |
| 5Y | -1.8% | +152.4% | -154.2% | -16.1% |
| All | +56.7% | +190.6% | -133.9% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling