+134.1%
BP vs PSLV
+190.6%
-56.4%
-63.9%
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 | +5.2% | -3.5% | +8.7% | +5.9% |
| 30D | +8.7% | -2.1% | +10.9% | +8.9% |
| 3M | +9.3% | -1.6% | +11.0% | +9.1% |
| 6M | +13.6% | -25.5% | +39.1% | +18.9% |
| YTD | +37.7% | -11.4% | +49.1% | +32.9% |
| 1Y | +40.6% | +48.6% | -8.0% | +15.4% |
| 3Y | +40.3% | +166.9% | -126.5% | -5.2% |
| 5Y | +141.4% | +152.4% | -11.0% | +62.9% |
| All | +134.1% | +190.6% | -56.4% | +28.5% |
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