+324.2%
EAT vs PSLV
+153.5%
+170.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.3% |
| 7D | -6.2% | -4.9% | -1.3% | -5.7% |
| 30D | -3.0% | -1.9% | -1.1% | -2.9% |
| 3M | +45.6% | +4.2% | +41.5% | +44.5% |
| 6M | +53.5% | -27.6% | +81.1% | +58.3% |
| YTD | +49.6% | -11.7% | +61.3% | +46.6% |
| 1Y | +38.9% | +49.3% | -10.4% | +23.3% |
| 3Y | +589.7% | +167.1% | +422.5% | +437.1% |
| All | +324.2% | +153.5% | +170.7% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling