+132.0%
C vs PSLV
+161.1%
-29.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | +2.6% | +3.3% | -0.7% | +2.2% |
| 30D | +1.9% | +2.1% | -0.2% | +1.6% |
| 3M | +2.8% | +7.1% | -4.3% | +1.7% |
| 6M | +30.6% | -21.6% | +52.1% | +33.1% |
| YTD | +19.9% | -6.7% | +26.6% | +16.2% |
| 1Y | +44.6% | +59.3% | -14.7% | +27.3% |
| 3Y | +272.1% | +182.1% | +90.0% | +192.5% |
| 5Y | +132.0% | +162.6% | -30.6% | +77.1% |
| All | +132.0% | +161.1% | -29.1% | +77.1% |
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