+182.0%
BHP vs PSLV
+108.9%
+73.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.3% | 0.0% | -3.4% |
| 7D | -3.7% | -4.9% | +1.1% | -1.9% |
| 30D | -0.8% | -1.9% | +1.0% | -0.2% |
| 3M | +7.6% | +4.2% | +3.4% | +5.8% |
| 6M | +20.8% | -27.6% | +48.4% | +34.7% |
| YTD | +50.8% | -11.7% | +62.4% | +50.6% |
| 1Y | +70.9% | +49.3% | +21.6% | +38.7% |
| 3Y | +78.0% | +167.1% | -89.1% | +14.9% |
| 5Y | +113.1% | +151.7% | -38.6% | +39.4% |
| 10Y | +483.0% | +187.0% | +296.1% | +250.1% |
| All | +182.0% | +108.9% | +73.1% | +52.9% |
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