+34.1%
D vs PSLV
+190.6%
-156.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -2.2% | -3.5% | +1.2% | -1.9% |
| 30D | -4.5% | -2.1% | -2.3% | -4.3% |
| 3M | -2.5% | -1.6% | -0.9% | -2.6% |
| 6M | +5.5% | -25.5% | +31.0% | +8.4% |
| YTD | +13.3% | -11.4% | +24.7% | +11.6% |
| 1Y | +11.8% | +48.6% | -36.8% | +1.2% |
| 3Y | +56.7% | +166.9% | -110.2% | +26.7% |
| 5Y | +4.3% | +152.4% | -148.1% | -15.7% |
| All | +34.1% | +190.6% | -156.5% | -1.0% |
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