+297.2%
ED vs PSLV
+120.6%
+176.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | -0.2% | +3.3% | -3.5% | -0.3% |
| 30D | +1.9% | +2.1% | -0.2% | +1.8% |
| 3M | +1.9% | +7.1% | -5.3% | +1.4% |
| 6M | -2.3% | -21.6% | +19.3% | -1.3% |
| YTD | +10.9% | -6.7% | +17.6% | +9.9% |
| 1Y | +14.5% | +59.3% | -44.8% | +9.4% |
| 3Y | +33.4% | +182.1% | -148.7% | +21.7% |
| 5Y | +67.3% | +162.6% | -95.3% | +52.6% |
| 10Y | +110.7% | +203.0% | -92.3% | +87.8% |
| All | +297.2% | +120.6% | +176.6% | +243.5% |
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