-49.3%
COMP vs PSLV
+78.5%
-127.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | 0.0% | -6.3% | +6.3% | +2.2% |
| 30D | +16.6% | -12.7% | +29.2% | +21.8% |
| 3M | -23.5% | -24.7% | +1.2% | -16.6% |
| 6M | +25.7% | -44.6% | +70.3% | +49.8% |
| YTD | -3.4% | -33.3% | +29.9% | +0.9% |
| 1Y | +7.6% | -8.6% | +16.2% | -3.6% |
| 3Y | +423.6% | +108.2% | +315.4% | +183.9% |
| 5Y | -10.6% | +79.1% | -89.7% | -53.8% |
| All | -49.3% | +78.5% | -127.8% | -76.1% |
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 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