+616.2%
DOV vs PSLV
+120.6%
+495.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.0% |
| 7D | +1.3% | +3.3% | -2.0% | +0.8% |
| 30D | -8.6% | +2.1% | -10.8% | -9.0% |
| 3M | -13.1% | +7.1% | -20.3% | -14.2% |
| 6M | -8.8% | -21.6% | +12.8% | -6.4% |
| YTD | -1.2% | -6.7% | +5.5% | -3.1% |
| 1Y | +10.7% | +59.3% | -48.6% | -0.9% |
| 3Y | +39.3% | +182.1% | -142.8% | +12.6% |
| 5Y | +16.4% | +162.6% | -146.2% | -5.8% |
| 10Y | +302.5% | +203.0% | +99.5% | +207.9% |
| All | +616.2% | +120.6% | +495.6% | +418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling