+572.6%
BSX vs PSLV
+109.5%
+463.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.0% |
| YTD | -54.9% | -11.4% | -43.5% | -55.5% |
| 1Y | -58.8% | +48.6% | -107.4% | -61.8% |
| 3Y | -21.2% | +166.9% | -188.1% | -32.2% |
| 5Y | -3.3% | +152.4% | -155.7% | -16.9% |
| 10Y | +82.8% | +187.8% | -105.0% | +51.5% |
| All | +572.6% | +109.5% | +463.1% | +394.8% |
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 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