-38.7%
DOCS vs PSLV
+81.1%
-119.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | +5.1% | -5.9% | -1.5% |
| 30D | +17.4% | -13.3% | +30.7% | +20.0% |
| 3M | +57.4% | -16.5% | +73.9% | +61.3% |
| 6M | +26.5% | -32.8% | +59.3% | +34.1% |
| YTD | -26.6% | -28.8% | +2.2% | -26.9% |
| 1Y | -48.1% | +5.8% | -53.9% | -54.5% |
| 3Y | +52.6% | +114.8% | -62.2% | +0.5% |
| 5Y | -52.1% | +99.5% | -151.6% | -68.1% |
| All | -38.7% | +81.1% | -119.7% | -55.8% |
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