-73.2%
DOCS vs PSLV
+153.8%
-227.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | +21.8% | +7.3% | +14.6% | +20.4% |
| 3M | +27.3% | -7.4% | +34.7% | +28.3% |
| 6M | -0.3% | -20.3% | +19.9% | +2.6% |
| YTD | -40.5% | -8.2% | -32.2% | -42.8% |
| 1Y | -61.5% | +57.9% | -119.5% | -69.0% |
| 3Y | +8.2% | +162.1% | -153.9% | -28.0% |
| All | -73.2% | +153.8% | -227.0% | -83.1% |
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