+97.3%
ES vs PSLV
+142.8%
-45.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | +2.7% | -6.3% | +9.0% | +3.4% |
| 30D | +7.6% | -12.7% | +20.3% | +9.1% |
| 3M | +0.5% | -24.7% | +25.2% | +3.4% |
| 6M | +7.6% | -44.6% | +52.2% | +14.7% |
| YTD | +10.2% | -33.3% | +43.5% | +11.6% |
| 1Y | +1.8% | -8.6% | +10.4% | -2.4% |
| 3Y | +55.4% | +108.2% | -52.8% | +26.2% |
| 5Y | +7.3% | +79.1% | -71.8% | -11.7% |
| All | +97.3% | +142.8% | -45.4% | +40.9% |
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