+836.6%
BNY vs PSLV
+109.5%
+727.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.3% | -3.5% | +2.1% | -1.0% |
| 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% | +43.2% |
| YTD | +42.0% | -11.4% | +53.4% | +41.2% |
| 1Y | +56.9% | +48.6% | +8.3% | +47.8% |
| 3Y | +289.9% | +166.9% | +123.0% | +244.7% |
| 5Y | +259.2% | +152.4% | +106.8% | +217.0% |
| 10Y | +413.3% | +187.8% | +225.5% | +338.2% |
| All | +836.6% | +109.5% | +727.1% | +698.4% |
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