+850.0%
BLK vs PSLV
+109.5%
+740.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.3% | -3.5% | +0.2% | -2.9% |
| 30D | -6.5% | -2.1% | -4.4% | -6.4% |
| 3M | +6.7% | -1.6% | +8.4% | +6.7% |
| 6M | +14.7% | -25.5% | +40.2% | +18.0% |
| YTD | +2.5% | -11.4% | +13.9% | +1.7% |
| 1Y | -2.8% | +48.6% | -51.4% | -9.9% |
| 3Y | +65.9% | +166.9% | -101.0% | +42.3% |
| 5Y | +33.0% | +152.4% | -119.4% | +13.8% |
| 10Y | +281.2% | +187.8% | +93.4% | +214.8% |
| All | +850.0% | +109.5% | +740.5% | +652.0% |
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