-23.6%
DOC vs PSLV
+153.8%
-177.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | +6.9% | -7.4% | +14.3% | +7.7% |
| 6M | +20.7% | -20.3% | +41.0% | +23.7% |
| YTD | +34.1% | -8.2% | +42.4% | +30.5% |
| 1Y | +22.6% | +57.9% | -35.3% | +6.3% |
| 3Y | +20.8% | +162.1% | -141.2% | -8.4% |
| All | -23.6% | +153.8% | -177.4% | -45.1% |
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