+685.8%
BN vs PSLV
+120.6%
+565.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.3% |
| 7D | -3.0% | +3.3% | -6.3% | -3.5% |
| 30D | -13.0% | +2.1% | -15.1% | -13.4% |
| 3M | -15.2% | +7.1% | -22.4% | -16.3% |
| 6M | -5.9% | -21.6% | +15.7% | -3.3% |
| YTD | -15.8% | -6.7% | -9.1% | -17.3% |
| 1Y | -12.2% | +59.3% | -71.5% | -21.2% |
| 3Y | +72.2% | +182.1% | -109.9% | +40.2% |
| 5Y | +33.2% | +162.6% | -129.4% | +8.7% |
| 10Y | +264.7% | +203.0% | +61.7% | +184.7% |
| All | +685.8% | +120.6% | +565.2% | +433.4% |
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