+367.4%
EAT vs PSLV
+190.6%
+176.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -7.7% | -3.5% | -4.2% | -7.1% |
| 30D | -13.6% | -2.1% | -11.4% | -13.3% |
| 3M | +33.9% | -1.6% | +35.5% | +33.6% |
| 6M | +47.2% | -25.5% | +72.7% | +54.6% |
| YTD | +48.1% | -11.4% | +59.5% | +43.4% |
| 1Y | +33.7% | +48.6% | -14.9% | +10.4% |
| 3Y | +595.8% | +166.9% | +428.9% | +367.5% |
| 5Y | +314.4% | +152.4% | +162.0% | +176.0% |
| All | +367.4% | +190.6% | +176.8% | +140.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling