+112.2%
DT vs PSLV
+270.1%
-158.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.2% |
| 7D | -0.5% | +3.3% | -3.9% | -1.1% |
| 30D | +0.1% | +2.1% | -2.1% | -0.4% |
| 3M | +24.1% | +7.1% | +17.0% | +22.3% |
| 6M | +30.1% | -21.6% | +51.7% | +34.0% |
| YTD | +16.8% | -6.7% | +23.5% | +10.7% |
| 1Y | -0.1% | +59.3% | -59.4% | -19.6% |
| 3Y | +6.8% | +182.1% | -175.3% | -30.5% |
| 5Y | -28.4% | +162.6% | -191.0% | -53.2% |
| All | +112.2% | +270.1% | -158.0% | +9.7% |
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 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