+80.0%
ES vs PSLV
+189.7%
-109.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.4% |
| 7D | -3.5% | -4.9% | +1.4% | -2.9% |
| 30D | -3.0% | -1.9% | -1.1% | -2.9% |
| 3M | -0.3% | +4.2% | -4.5% | -1.1% |
| 6M | -5.2% | -27.6% | +22.4% | -2.0% |
| YTD | +4.8% | -11.7% | +16.4% | +3.0% |
| 1Y | +12.7% | +49.3% | -36.6% | +0.8% |
| 3Y | +27.5% | +167.1% | -139.6% | +1.0% |
| 5Y | -4.7% | +151.7% | -156.4% | -24.6% |
| All | +80.0% | +189.7% | -109.7% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling