+1,419.1%
EAT vs PSLV
+120.6%
+1,298.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.5% |
| 7D | -6.8% | +3.3% | -10.1% | -7.2% |
| 30D | -5.4% | +2.1% | -7.5% | -5.7% |
| 3M | +42.8% | +7.1% | +35.6% | +41.2% |
| 6M | +56.5% | -21.6% | +78.1% | +60.0% |
| YTD | +50.0% | -6.7% | +56.7% | +47.7% |
| 1Y | +38.3% | +59.3% | -21.0% | +25.9% |
| 3Y | +591.6% | +182.1% | +409.6% | +477.9% |
| 5Y | +312.6% | +162.6% | +150.0% | +244.4% |
| 10Y | +381.4% | +203.0% | +178.4% | +283.9% |
| All | +1,419.1% | +120.6% | +1,298.5% | +1,035.6% |
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