+27.1%
ECL vs PSLV
+148.4%
-121.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.2% |
| 7D | -2.6% | -4.9% | +2.2% | -2.3% |
| 30D | -4.6% | -1.9% | -2.7% | -4.5% |
| 3M | +6.0% | +4.2% | +1.8% | +5.4% |
| 6M | -3.0% | -27.6% | +24.6% | -0.9% |
| YTD | +4.0% | -11.7% | +15.7% | +2.7% |
| 1Y | +2.0% | +49.3% | -47.3% | -5.6% |
| 3Y | +53.9% | +167.1% | -113.2% | +28.6% |
| 5Y | +27.1% | +151.7% | -124.6% | -0.6% |
| All | +27.1% | +148.4% | -121.3% | -0.6% |
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 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