+245.1%
DIS vs PSLV
+117.0%
+128.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -2.6% | -0.6% | -1.9% | -2.5% |
| 30D | +3.5% | +7.3% | -3.8% | +2.7% |
| 3M | +6.8% | -7.4% | +14.2% | +7.3% |
| 6M | +3.0% | -20.3% | +23.3% | +4.7% |
| YTD | -6.7% | -8.2% | +1.5% | -7.7% |
| 1Y | -10.1% | +57.9% | -68.0% | -16.2% |
| 3Y | +33.0% | +162.1% | -129.0% | +16.8% |
| 5Y | -40.0% | +151.2% | -191.1% | -47.5% |
| 10Y | +21.1% | +191.7% | -170.6% | +2.6% |
| All | +245.1% | +117.0% | +128.1% | +223.4% |
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