+136.2%
BP vs PSLV
+154.2%
-18.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +5.2% | -3.5% | +8.7% | +5.7% |
| 30D | +8.7% | -2.1% | +10.9% | +8.9% |
| 3M | +9.3% | -1.6% | +11.0% | +9.2% |
| 6M | +13.6% | -25.5% | +39.1% | +17.8% |
| YTD | +37.7% | -11.4% | +49.1% | +32.7% |
| 1Y | +40.6% | +48.6% | -8.0% | +16.5% |
| 3Y | +40.3% | +166.9% | -126.5% | -3.7% |
| All | +136.2% | +154.2% | -18.0% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling