+307.3%
BMY vs PSLV
+108.9%
+198.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.8% |
| 7D | -6.4% | -4.9% | -1.5% | -6.2% |
| 30D | +0.2% | -1.9% | +2.1% | +0.3% |
| 3M | +16.0% | +4.2% | +11.8% | +15.6% |
| 6M | +8.3% | -27.6% | +35.9% | +9.5% |
| YTD | +22.2% | -11.7% | +33.9% | +21.5% |
| 1Y | +41.7% | +49.3% | -7.6% | +36.9% |
| 3Y | +20.7% | +167.1% | -146.4% | +12.6% |
| 5Y | +23.9% | +151.7% | -127.8% | +15.5% |
| 10Y | +62.9% | +187.0% | -124.0% | +49.0% |
| All | +307.3% | +108.9% | +198.4% | +261.2% |
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