+406.7%
BNY vs PSLV
+190.6%
+216.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.3% | -3.5% | +2.1% | -0.9% |
| 30D | -0.2% | -2.1% | +2.0% | 0.0% |
| 3M | +14.9% | -1.6% | +16.6% | +14.8% |
| 6M | +40.0% | -25.5% | +65.5% | +44.0% |
| YTD | +42.0% | -11.4% | +53.4% | +40.4% |
| 1Y | +56.9% | +48.6% | +8.3% | +44.0% |
| 3Y | +289.9% | +166.9% | +123.0% | +226.7% |
| 5Y | +259.2% | +152.4% | +106.8% | +199.4% |
| All | +406.7% | +190.6% | +216.1% | +276.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling