+64.8%
BEN vs PSLV
+120.6%
-55.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.8% |
| 7D | +3.4% | +3.3% | 0.0% | +2.9% |
| 30D | +1.8% | +2.1% | -0.3% | +1.5% |
| 3M | +8.4% | +7.1% | +1.2% | +7.2% |
| 6M | +35.6% | -21.6% | +57.2% | +38.8% |
| YTD | +46.4% | -6.7% | +53.1% | +43.6% |
| 1Y | +46.3% | +59.3% | -13.0% | +32.5% |
| 3Y | +54.6% | +182.1% | -127.5% | +28.0% |
| 5Y | +39.4% | +162.6% | -123.2% | +15.4% |
| 10Y | +57.6% | +203.0% | -145.5% | +26.3% |
| All | +64.8% | +120.6% | -55.8% | +28.1% |
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