+76.5%
EMB vs PSLV
+120.6%
-44.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | 0.0% | +3.3% | -3.3% | -0.2% |
| 30D | -0.3% | +2.1% | -2.4% | -0.5% |
| 3M | -0.3% | +7.1% | -7.4% | -1.0% |
| 6M | +0.7% | -21.6% | +22.3% | +2.1% |
| YTD | +1.3% | -6.7% | +8.0% | +0.2% |
| 1Y | +4.7% | +59.3% | -54.6% | -1.4% |
| 3Y | +30.1% | +182.1% | -152.0% | +15.7% |
| 5Y | +6.9% | +162.6% | -155.8% | -4.9% |
| 10Y | +30.7% | +203.0% | -172.3% | +12.9% |
| All | +76.5% | +120.6% | -44.1% | +48.7% |
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 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