+207.0%
C vs PSLV
+142.8%
+64.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +4.2% | -6.3% | +10.5% | +5.1% |
| 30D | +2.0% | -12.7% | +14.7% | +3.8% |
| 3M | -10.1% | -24.7% | +14.6% | -6.8% |
| 6M | +1.0% | -44.6% | +45.6% | +8.8% |
| YTD | +8.5% | -33.3% | +41.7% | +10.3% |
| 1Y | +25.7% | -8.6% | +34.3% | +20.7% |
| 3Y | +216.0% | +108.2% | +107.8% | +158.1% |
| 5Y | +112.3% | +79.1% | +33.2% | +75.5% |
| All | +207.0% | +142.8% | +64.3% | +109.0% |
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 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