+5.3%
D vs PSLV
+154.2%
-148.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -2.2% | -3.5% | +1.2% | -2.0% |
| 30D | -4.5% | -2.1% | -2.3% | -4.4% |
| 3M | -2.5% | -1.6% | -0.9% | -2.5% |
| 6M | +5.5% | -25.5% | +31.0% | +7.9% |
| YTD | +13.3% | -11.4% | +24.7% | +11.4% |
| 1Y | +11.8% | +48.6% | -36.8% | +1.4% |
| 3Y | +56.7% | +166.9% | -110.2% | +24.7% |
| All | +5.3% | +154.2% | -148.9% | -17.4% |
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