+13.7%
DOC vs PSLV
+140.0%
-126.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | +6.5% | -15.6% | +22.1% | +9.5% |
| 3M | -6.2% | -16.6% | +10.4% | -3.6% |
| 6M | +25.6% | -28.5% | +54.1% | +32.1% |
| YTD | +32.1% | -28.7% | +60.7% | +33.3% |
| 1Y | +20.3% | +5.8% | +14.5% | +9.8% |
| 3Y | +42.7% | +114.1% | -71.3% | +5.9% |
| 5Y | -22.2% | +99.9% | -122.0% | -42.2% |
| All | +13.7% | +140.0% | -126.3% | -32.8% |
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