+3,176.3%
EME vs PSLV
+109.5%
+3,066.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +3.5% | -3.5% | +7.0% | +4.0% |
| 30D | -6.3% | -2.1% | -4.2% | -6.1% |
| 3M | -3.8% | -1.6% | -2.1% | -3.8% |
| 6M | +8.5% | -25.5% | +34.0% | +11.9% |
| YTD | +27.8% | -11.4% | +39.2% | +27.0% |
| 1Y | +22.2% | +48.6% | -26.4% | +12.8% |
| 3Y | +253.5% | +166.9% | +86.6% | +199.9% |
| 5Y | +578.6% | +152.4% | +426.2% | +474.5% |
| 10Y | +1,355.6% | +187.8% | +1,167.8% | +1,086.6% |
| All | +3,176.3% | +109.5% | +3,066.8% | +2,167.3% |
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