+208.7%
EQT vs PSLV
+108.9%
+99.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.3% |
| 7D | -1.2% | -4.9% | +3.7% | -0.5% |
| 30D | +1.1% | -1.9% | +3.0% | +1.2% |
| 3M | +4.8% | +4.2% | +0.6% | +3.7% |
| 6M | -10.6% | -27.6% | +17.0% | -7.2% |
| YTD | +3.4% | -11.7% | +15.1% | +1.5% |
| 1Y | +8.7% | +49.3% | -40.6% | -3.2% |
| 3Y | +35.0% | +167.1% | -132.2% | +7.7% |
| 5Y | +204.2% | +151.7% | +52.6% | +143.7% |
| 10Y | +52.5% | +187.0% | -134.5% | +17.5% |
| All | +208.7% | +108.9% | +99.8% | +135.4% |
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