+75.0%
D vs PSLV
+110.4%
-35.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -1.4% | -6.3% | +4.9% | -1.1% |
| 30D | +7.7% | -12.7% | +20.4% | +8.3% |
| 3M | -0.3% | -24.7% | +24.5% | +0.9% |
| 6M | +10.1% | -44.6% | +54.6% | +13.2% |
| YTD | +19.1% | -33.3% | +52.3% | +19.5% |
| 1Y | +15.9% | -8.6% | +24.5% | +13.0% |
| 3Y | +75.0% | +108.2% | -33.2% | +42.1% |
| All | +75.0% | +110.4% | -35.4% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling