+249.4%
DD vs PSLV
+120.6%
+128.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.0% |
| 7D | -3.8% | +3.3% | -7.1% | -4.4% |
| 30D | -9.2% | +2.1% | -11.4% | -9.7% |
| 3M | -9.0% | +7.1% | -16.1% | -10.4% |
| 6M | -5.0% | -21.6% | +16.6% | -1.6% |
| YTD | +7.4% | -6.7% | +14.1% | +5.8% |
| 1Y | +35.1% | +59.3% | -24.2% | +20.0% |
| 3Y | +43.2% | +182.1% | -138.9% | +14.1% |
| 5Y | +59.6% | +162.6% | -103.0% | +27.2% |
| 10Y | +66.5% | +203.0% | -136.5% | +25.0% |
| All | +249.4% | +120.6% | +128.8% | +146.3% |
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