+24.9%
BIL vs PSLV
+120.6%
-95.7%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.1% | +3.3% | -3.3% | +0.1% |
| 30D | +0.3% | +2.1% | -1.8% | +0.3% |
| 3M | +0.9% | +7.1% | -6.2% | +0.9% |
| 6M | +1.8% | -21.6% | +23.4% | +1.8% |
| YTD | +2.5% | -6.7% | +9.2% | +2.5% |
| 1Y | +3.7% | +59.3% | -55.6% | +3.7% |
| 3Y | +14.1% | +182.1% | -168.0% | +14.1% |
| 5Y | +19.4% | +162.6% | -143.2% | +19.4% |
| 10Y | +25.2% | +203.0% | -177.8% | +25.3% |
| All | +24.9% | +120.6% | -95.7% | +25.1% |
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