+202.6%
D vs PSLV
+57.8%
+144.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | -0.3% | -24.7% | +24.5% | +1.7% |
| 6M | +10.1% | -44.6% | +54.6% | +14.7% |
| YTD | +19.1% | -33.3% | +52.3% | +20.7% |
| 1Y | +15.9% | -8.6% | +24.5% | +14.0% |
| 3Y | +75.0% | +108.2% | -33.2% | +58.4% |
| 5Y | +13.4% | +79.1% | -65.7% | +3.3% |
| 10Y | +47.5% | +137.7% | -90.2% | +29.6% |
| All | +202.6% | +57.8% | +144.8% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling