-68.5%
EL vs PSLV
+154.2%
-222.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -6.5% | -3.5% | -3.0% | -5.7% |
| 30D | +11.1% | -2.1% | +13.3% | +11.7% |
| 3M | +10.7% | -1.6% | +12.4% | +10.9% |
| 6M | +6.9% | -25.5% | +32.4% | +13.2% |
| YTD | -6.3% | -11.4% | +5.1% | -8.6% |
| 1Y | +13.5% | +48.6% | -35.1% | -6.4% |
| 3Y | -33.1% | +166.9% | -199.9% | -54.3% |
| All | -68.5% | +154.2% | -222.7% | -79.7% |
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