+112.4%
C vs PSLV
+84.6%
+27.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.3% | +0.3% |
| 7D | +4.7% | -4.3% | +9.0% | +5.3% |
| 30D | +0.2% | -16.6% | +16.8% | +2.3% |
| 3M | -9.3% | -24.6% | +15.2% | -6.5% |
| 6M | -0.8% | -42.5% | +41.7% | +5.0% |
| YTD | +8.5% | -31.7% | +40.2% | +8.9% |
| 1Y | +23.1% | -8.7% | +31.7% | +17.3% |
| 3Y | +220.8% | +113.6% | +107.2% | +159.2% |
| 5Y | +112.4% | +83.3% | +29.1% | +62.8% |
| All | +112.4% | +84.6% | +27.8% | +62.8% |
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 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