+482.4%
DTE vs PSLV
+109.5%
+372.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -2.6% | -3.5% | +0.9% | -2.3% |
| 30D | -4.4% | -2.1% | -2.3% | -4.3% |
| 3M | -8.3% | -1.6% | -6.7% | -8.4% |
| 6M | -8.1% | -25.5% | +17.4% | -6.2% |
| YTD | +4.4% | -11.4% | +15.8% | +3.4% |
| 1Y | +0.2% | +48.6% | -48.4% | -6.5% |
| 3Y | +42.6% | +166.9% | -124.3% | +23.8% |
| 5Y | +31.5% | +152.4% | -120.9% | +14.1% |
| 10Y | +138.2% | +187.8% | -49.5% | +99.1% |
| All | +482.4% | +109.5% | +372.9% | +378.2% |
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