+22.3%
EL vs PSLV
+7.9%
+14.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.0% | +0.3% | +5.3% |
| 7D | +2.5% | -2.6% | +5.1% | +2.9% |
| 30D | +20.1% | -14.2% | +34.2% | +23.1% |
| 3M | +29.3% | -12.2% | +41.5% | +31.9% |
| 6M | +38.8% | -28.1% | +66.8% | +45.4% |
| YTD | +8.1% | -28.2% | +36.3% | +12.2% |
| 1Y | +22.3% | +9.1% | +13.2% | +10.6% |
| All | +22.3% | +7.9% | +14.5% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling