-21.2%
BSX vs PSLV
+165.9%
-187.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -10.1% | -3.5% | -6.6% | -10.0% |
| 30D | -16.4% | -2.1% | -14.3% | -16.4% |
| 3M | -8.9% | -1.6% | -7.2% | -8.8% |
| 6M | -38.3% | -25.5% | -12.8% | -37.9% |
| YTD | -54.9% | -11.4% | -43.5% | -55.7% |
| 1Y | -58.8% | +48.6% | -107.4% | -61.7% |
| 3Y | -21.2% | +166.9% | -188.1% | -30.3% |
| All | -21.2% | +165.9% | -187.1% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling