-99.8%
BIYA vs PSLV
+93.3%
-193.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | +0.3% |
| 7D | +2.7% | +3.3% | -0.6% | +3.8% |
| 30D | -16.7% | +2.1% | -18.8% | -16.1% |
| 3M | -74.6% | +7.1% | -81.8% | -73.5% |
| 6M | -85.4% | -21.6% | -63.8% | -85.4% |
| YTD | -94.2% | -6.7% | -87.5% | -94.9% |
| 1Y | -98.6% | +59.3% | -157.8% | -99.0% |
| All | -99.8% | +93.3% | -193.1% | -99.9% |
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