+415.3%
DG vs PSLV
+120.6%
+294.7%
-72.6%
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% | -2.7% |
| 7D | -4.8% | +3.3% | -8.2% | -5.0% |
| 30D | +1.8% | +2.1% | -0.4% | +1.6% |
| 3M | +14.5% | +7.1% | +7.3% | +13.9% |
| 6M | -13.6% | -21.6% | +8.0% | -12.6% |
| YTD | -4.8% | -6.7% | +1.9% | -5.4% |
| 1Y | +21.6% | +59.3% | -37.7% | +17.4% |
| 3Y | +4.5% | +182.1% | -177.6% | -2.3% |
| 5Y | -38.5% | +162.6% | -201.1% | -42.5% |
| 10Y | +102.2% | +203.0% | -100.8% | +86.0% |
| All | +415.3% | +120.6% | +294.7% | +334.9% |
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