+202.6%
EFV vs PSLV
+108.9%
+93.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.5% |
| 7D | -2.0% | -4.9% | +2.9% | -1.3% |
| 30D | -0.2% | -1.9% | +1.7% | 0.0% |
| 3M | +9.1% | +4.2% | +4.9% | +8.1% |
| 6M | +11.7% | -27.6% | +39.3% | +16.4% |
| YTD | +17.0% | -11.7% | +28.7% | +15.9% |
| 1Y | +26.7% | +49.3% | -22.6% | +14.4% |
| 3Y | +90.2% | +167.1% | -77.0% | +54.6% |
| 5Y | +96.1% | +151.7% | -55.6% | +59.5% |
| 10Y | +164.5% | +187.0% | -22.4% | +104.8% |
| All | +202.6% | +108.9% | +93.7% | +125.1% |
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 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