+85.5%
BWA vs PSLV
+154.2%
-68.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -1.3% | -3.5% | +2.1% | -0.7% |
| 30D | -2.9% | -2.1% | -0.8% | -2.7% |
| 3M | -10.7% | -1.6% | -9.1% | -10.7% |
| 6M | +26.5% | -25.5% | +52.0% | +32.0% |
| YTD | +49.1% | -11.4% | +60.5% | +48.2% |
| 1Y | +52.1% | +48.6% | +3.5% | +36.7% |
| 3Y | +72.6% | +166.9% | -94.3% | +37.6% |
| All | +85.5% | +154.2% | -68.8% | +40.1% |
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