+274.2%
CME vs PSLV
+190.6%
+83.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.6% | -3.5% | +1.9% | -1.4% |
| 30D | +5.6% | -2.1% | +7.7% | +5.7% |
| 3M | +5.6% | -1.6% | +7.2% | +5.6% |
| 6M | -8.3% | -25.5% | +17.2% | -6.6% |
| YTD | +4.3% | -11.4% | +15.8% | +3.1% |
| 1Y | +9.1% | +48.6% | -39.5% | +1.6% |
| 3Y | +52.1% | +166.9% | -114.8% | +29.9% |
| 5Y | +79.7% | +152.4% | -72.7% | +53.2% |
| All | +274.2% | +190.6% | +83.7% | +180.6% |
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