-40.6%
DIS vs PSLV
+154.2%
-194.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +1.2% | -3.5% | +4.6% | +1.5% |
| 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% | +9.4% |
| YTD | -5.6% | -11.4% | +5.8% | -7.7% |
| 1Y | -7.7% | +48.6% | -56.3% | -18.1% |
| 3Y | +33.2% | +166.9% | -133.7% | +1.9% |
| All | -40.6% | +154.2% | -194.8% | -57.0% |
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