+1,003.0%
BE vs PSLV
+270.1%
+732.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.5% |
| 7D | +9.0% | -3.5% | +12.5% | +10.9% |
| 30D | +16.3% | -2.1% | +18.4% | +17.2% |
| 3M | +10.8% | -1.6% | +12.4% | +11.2% |
| 6M | +73.2% | -25.5% | +98.7% | +97.6% |
| YTD | +217.4% | -11.4% | +228.8% | +210.0% |
| 1Y | +309.8% | +48.6% | +261.2% | +197.4% |
| 3Y | +1,726.2% | +166.9% | +1,559.3% | +830.9% |
| 5Y | +1,306.2% | +152.4% | +1,153.8% | +628.2% |
| All | +1,003.0% | +270.1% | +732.9% | +313.6% |
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