+166.7%
BP vs PSLV
+120.6%
+46.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.3% |
| 7D | +4.0% | +3.3% | +0.7% | +3.3% |
| 30D | +7.8% | +2.1% | +5.7% | +7.3% |
| 3M | +8.4% | +7.1% | +1.2% | +6.4% |
| 6M | +15.1% | -21.6% | +36.6% | +18.7% |
| YTD | +36.4% | -6.7% | +43.1% | +32.2% |
| 1Y | +40.9% | +59.3% | -18.4% | +20.0% |
| 3Y | +38.8% | +182.1% | -143.2% | +2.8% |
| 5Y | +141.1% | +162.6% | -21.5% | +79.3% |
| 10Y | +133.9% | +203.0% | -69.1% | +62.0% |
| All | +166.7% | +120.6% | +46.1% | +72.0% |
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