+23.5%
DIS vs PSLV
+190.6%
-167.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +1.2% | -3.5% | +4.6% | +1.6% |
| 30D | +3.2% | -2.1% | +5.4% | +3.4% |
| 3M | +7.0% | -1.6% | +8.6% | +6.9% |
| 6M | +6.4% | -25.5% | +31.9% | +9.8% |
| YTD | -5.6% | -11.4% | +5.8% | -7.3% |
| 1Y | -7.7% | +48.6% | -56.3% | -17.4% |
| 3Y | +33.2% | +166.9% | -133.7% | +5.5% |
| 5Y | -40.3% | +152.4% | -192.7% | -52.9% |
| All | +23.5% | +190.6% | -167.1% | -14.8% |
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