-35.7%
DOW vs PSLV
+165.9%
-201.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -1.4% | -3.5% | +2.1% | -1.1% |
| 30D | -3.9% | -2.1% | -1.8% | -3.8% |
| 3M | -12.7% | -1.6% | -11.0% | -12.7% |
| 6M | -13.7% | -25.5% | +11.8% | -11.2% |
| YTD | +28.4% | -11.4% | +39.8% | +22.9% |
| 1Y | +21.8% | +48.6% | -26.8% | +2.3% |
| 3Y | -35.7% | +166.9% | -202.6% | -54.4% |
| All | -35.7% | +165.9% | -201.6% | -54.4% |
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