+22.6%
DOC vs PSLV
+57.1%
-34.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -1.5% | -0.6% | -0.8% | -1.4% |
| 30D | -4.8% | +7.3% | -12.0% | -5.2% |
| 3M | +6.9% | -7.4% | +14.3% | +7.5% |
| 6M | +20.7% | -20.3% | +41.0% | +22.0% |
| YTD | +34.1% | -8.2% | +42.4% | +33.9% |
| 1Y | +22.6% | +57.9% | -35.3% | +18.2% |
| All | +22.6% | +57.1% | -34.5% | +18.2% |
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