+39.0%
DOCS vs PSLV
+115.3%
-76.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | +0.1% | -4.3% | +4.3% | +0.5% |
| 30D | +8.7% | -16.6% | +25.3% | +10.6% |
| 3M | +32.9% | -24.6% | +57.4% | +36.1% |
| 6M | +25.5% | -42.5% | +68.1% | +31.9% |
| YTD | -25.0% | -31.7% | +6.7% | -25.1% |
| 1Y | -34.9% | -8.7% | -26.2% | -39.2% |
| All | +39.0% | +115.3% | -76.3% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling