+121.4%
DAL vs PSLV
+138.3%
-16.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +2.3% | -1.5% | +3.8% | +2.6% |
| 30D | +14.3% | -15.2% | +29.6% | +17.4% |
| 3M | +1.3% | -21.4% | +22.7% | +5.2% |
| 6M | +29.3% | -39.9% | +69.2% | +39.7% |
| YTD | +33.0% | -29.3% | +62.3% | +34.6% |
| 1Y | +59.8% | -1.6% | +61.4% | +50.3% |
| 3Y | +177.2% | +121.3% | +55.9% | +116.0% |
| 5Y | +118.4% | +89.9% | +28.5% | +73.3% |
| 10Y | +121.4% | +152.0% | -30.6% | +45.0% |
| All | +121.4% | +138.3% | -16.9% | +45.0% |
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