+240.6%
EL vs PSLV
+120.6%
+120.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.3% |
| 7D | -2.4% | +3.3% | -5.7% | -2.9% |
| 30D | +13.7% | +2.1% | +11.5% | +13.3% |
| 3M | +14.5% | +7.1% | +7.4% | +13.1% |
| 6M | +7.4% | -21.6% | +29.0% | +10.7% |
| YTD | -4.7% | -6.7% | +2.0% | -5.7% |
| 1Y | +12.9% | +59.3% | -46.3% | +2.4% |
| 3Y | -32.2% | +182.1% | -214.3% | -43.7% |
| 5Y | -68.4% | +162.6% | -231.0% | -73.7% |
| 10Y | +28.3% | +203.0% | -174.8% | +2.3% |
| All | +240.6% | +120.6% | +120.0% | +158.3% |
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