+29.6%
ES vs PSLV
+179.9%
-150.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.6% |
| 7D | 0.0% | +3.3% | -3.3% | -0.2% |
| 30D | -1.0% | +2.1% | -3.2% | -1.2% |
| 3M | +1.5% | +7.1% | -5.7% | +0.9% |
| 6M | -3.5% | -21.6% | +18.1% | -2.1% |
| YTD | +7.0% | -6.7% | +13.7% | +5.0% |
| 1Y | +15.3% | +59.3% | -44.0% | +4.9% |
| All | +29.6% | +179.9% | -150.3% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling