-22.2%
DOC vs PSLV
+100.6%
-122.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | +6.5% | -15.6% | +22.1% | +8.6% |
| 3M | -6.2% | -16.6% | +10.4% | -4.4% |
| 6M | +25.6% | -28.5% | +54.1% | +30.4% |
| YTD | +32.1% | -28.7% | +60.7% | +32.2% |
| 1Y | +20.3% | +5.8% | +14.5% | +10.8% |
| 3Y | +42.7% | +114.1% | -71.3% | +8.9% |
| 5Y | -22.2% | +99.9% | -122.0% | -41.6% |
| All | -22.2% | +100.6% | -122.7% | -41.6% |
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