+291.5%
C vs PSLV
+189.7%
+101.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +1.2% |
| 7D | +0.3% | -4.9% | +5.1% | +0.9% |
| 30D | +2.0% | -1.9% | +3.9% | +2.1% |
| 3M | +4.4% | +4.2% | +0.2% | +3.4% |
| 6M | +28.3% | -27.6% | +55.9% | +32.9% |
| YTD | +20.5% | -11.7% | +32.2% | +18.1% |
| 1Y | +45.5% | +49.3% | -3.8% | +29.7% |
| 3Y | +274.0% | +167.1% | +106.9% | +197.5% |
| 5Y | +136.1% | +151.7% | -15.6% | +87.0% |
| All | +291.5% | +189.7% | +101.8% | +165.3% |
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 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