+11.7%
D vs PSLV
+79.9%
-68.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -1.4% | -6.3% | +4.9% | -0.9% |
| 30D | +7.7% | -12.7% | +20.4% | +8.8% |
| 3M | -0.3% | -24.7% | +24.5% | +1.8% |
| 6M | +10.1% | -44.6% | +54.6% | +15.3% |
| YTD | +19.1% | -33.3% | +52.3% | +19.6% |
| 1Y | +15.9% | -8.6% | +24.5% | +10.9% |
| 3Y | +75.0% | +108.2% | -33.2% | +40.6% |
| All | +11.7% | +79.9% | -68.3% | -8.4% |
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