+68.3%
DGX vs PSLV
+154.2%
-85.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -0.9% | -3.5% | +2.6% | -0.8% |
| 30D | -1.2% | -2.1% | +1.0% | -1.1% |
| 3M | +15.8% | -1.6% | +17.4% | +15.9% |
| 6M | +18.2% | -25.5% | +43.7% | +19.4% |
| YTD | +37.2% | -11.4% | +48.6% | +35.3% |
| 1Y | +30.4% | +48.6% | -18.2% | +23.4% |
| 3Y | +96.7% | +166.9% | -70.2% | +75.7% |
| All | +68.3% | +154.2% | -85.9% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling