+81.0%
BSX vs PSLV
+190.6%
-109.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -10.1% | -3.5% | -6.6% | -9.8% |
| 30D | -16.4% | -2.1% | -14.3% | -16.3% |
| 3M | -8.9% | -1.6% | -7.2% | -8.9% |
| 6M | -38.3% | -25.5% | -12.8% | -36.7% |
| YTD | -54.9% | -11.4% | -43.5% | -55.9% |
| 1Y | -58.8% | +48.6% | -107.4% | -63.2% |
| 3Y | -21.2% | +166.9% | -188.1% | -37.4% |
| 5Y | -3.3% | +152.4% | -155.7% | -23.5% |
| All | +81.0% | +190.6% | -109.6% | +28.7% |
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