+223.1%
BMNR vs PSLV
+74.4%
+148.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +0.2% | -3.5% | +3.7% | +2.0% |
| 30D | +39.9% | -2.1% | +42.1% | +42.2% |
| 3M | +51.5% | -1.6% | +53.2% | +53.5% |
| 6M | +18.9% | -25.5% | +44.4% | +34.9% |
| YTD | -7.8% | -11.4% | +3.6% | -7.6% |
| 1Y | -47.6% | +48.6% | -96.2% | -78.8% |
| All | +223.1% | +74.4% | +148.6% | -80.1% |
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