+37.6%
BND vs PSLV
+108.9%
-71.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.5% |
| 7D | -0.9% | -4.9% | +4.0% | -0.8% |
| 30D | -1.0% | -1.9% | +0.9% | -0.9% |
| 3M | -1.2% | +4.2% | -5.4% | -1.4% |
| 6M | -2.0% | -27.6% | +25.6% | -1.3% |
| YTD | -1.2% | -11.7% | +10.5% | -1.4% |
| 1Y | -0.5% | +49.3% | -49.8% | -2.4% |
| 3Y | +12.4% | +167.1% | -154.7% | +7.9% |
| 5Y | -2.5% | +151.7% | -154.2% | -6.4% |
| 10Y | +15.0% | +187.0% | -172.0% | +9.3% |
| All | +37.6% | +108.9% | -71.3% | +28.1% |
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