+88.6%
DVA vs PSLV
+165.9%
-77.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.3% | -3.5% | +2.1% | -1.3% |
| 30D | 0.0% | -2.1% | +2.2% | 0.0% |
| 3M | -10.9% | -1.6% | -9.3% | -10.8% |
| 6M | +17.3% | -25.5% | +42.8% | +17.6% |
| YTD | +59.8% | -11.4% | +71.2% | +58.1% |
| 1Y | +36.3% | +48.6% | -12.3% | +30.5% |
| 3Y | +88.6% | +166.9% | -78.3% | +77.1% |
| All | +88.6% | +165.9% | -77.3% | +77.1% |
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 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