+40.6%
BP vs PSLV
+49.9%
-9.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +5.2% | -3.5% | +8.7% | +5.3% |
| 30D | +8.7% | -2.1% | +10.9% | +8.7% |
| 3M | +9.3% | -1.6% | +11.0% | +9.3% |
| 6M | +13.6% | -25.5% | +39.1% | +15.0% |
| YTD | +37.7% | -11.4% | +49.1% | +37.7% |
| 1Y | +40.6% | +48.6% | -8.0% | +37.3% |
| All | +40.6% | +49.9% | -9.2% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling