-38.0%
DOCS vs PSLV
+86.0%
-124.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.7% |
| 7D | 0.0% | +6.3% | -6.3% | -1.0% |
| 30D | +7.8% | -13.0% | +20.8% | +10.1% |
| 3M | +20.0% | -16.9% | +36.9% | +22.9% |
| 6M | +26.5% | -34.0% | +60.5% | +34.5% |
| YTD | -25.8% | -26.8% | +1.1% | -26.5% |
| 1Y | -39.5% | +7.7% | -47.1% | -47.0% |
| 3Y | +60.3% | +125.3% | -64.9% | +4.3% |
| 5Y | -57.0% | +103.8% | -160.8% | -71.4% |
| All | -38.0% | +86.0% | -124.0% | -55.5% |
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