+13.0%
DLR vs PSLV
+7.9%
+5.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.0% | -3.4% | +1.9% |
| 7D | +2.8% | -2.6% | +5.5% | +3.1% |
| 30D | +2.8% | -14.2% | +16.9% | +4.3% |
| 3M | -4.0% | -12.2% | +8.3% | -2.7% |
| 6M | -5.6% | -28.1% | +22.5% | -3.0% |
| YTD | +21.9% | -28.2% | +50.2% | +22.2% |
| 1Y | +13.0% | +9.1% | +3.9% | +9.7% |
| All | +13.0% | +7.9% | +5.1% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling