+851.5%
DE vs PSLV
+190.6%
+660.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.6% | -3.5% | +0.9% | -2.1% |
| 30D | +9.0% | -2.1% | +11.2% | +9.2% |
| 3M | +19.1% | -1.6% | +20.8% | +19.0% |
| 6M | +14.4% | -25.5% | +39.9% | +18.4% |
| YTD | +45.9% | -11.4% | +57.4% | +43.7% |
| 1Y | +43.6% | +48.6% | -5.0% | +27.6% |
| 3Y | +75.9% | +166.9% | -91.0% | +36.5% |
| 5Y | +98.8% | +152.4% | -53.6% | +53.8% |
| All | +851.5% | +190.6% | +660.9% | +540.1% |
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