+52.6%
DOCS vs PSLV
+113.4%
-60.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | +5.1% | -5.9% | -1.2% |
| 30D | +17.4% | -13.3% | +30.7% | +18.9% |
| 3M | +57.4% | -16.5% | +73.9% | +59.5% |
| 6M | +26.5% | -32.8% | +59.3% | +30.9% |
| YTD | -26.6% | -28.8% | +2.2% | -26.8% |
| 1Y | -48.1% | +5.8% | -53.9% | -52.6% |
| 3Y | +52.6% | +114.8% | -62.2% | +11.7% |
| All | +52.6% | +113.4% | -60.8% | +11.7% |
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