+1,089.0%
DE vs PSLV
+108.9%
+980.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.8% |
| 7D | -2.4% | -4.9% | +2.5% | -1.8% |
| 30D | +9.7% | -1.9% | +11.6% | +9.9% |
| 3M | +21.4% | +4.2% | +17.2% | +20.3% |
| 6M | +15.0% | -27.6% | +42.6% | +19.1% |
| YTD | +46.4% | -11.7% | +58.1% | +45.1% |
| 1Y | +45.6% | +49.3% | -3.7% | +32.9% |
| 3Y | +76.8% | +167.1% | -90.4% | +46.1% |
| 5Y | +99.4% | +151.7% | -52.3% | +64.8% |
| 10Y | +864.6% | +187.0% | +677.6% | +659.2% |
| All | +1,089.0% | +108.9% | +980.1% | +809.6% |
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