-4.3%
ES vs PSLV
+161.1%
-165.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.7% |
| 7D | 0.0% | +3.3% | -3.3% | -0.3% |
| 30D | -1.0% | +2.1% | -3.2% | -1.3% |
| 3M | +1.5% | +7.1% | -5.7% | +0.6% |
| 6M | -3.5% | -21.6% | +18.1% | -1.5% |
| YTD | +7.0% | -6.7% | +13.7% | +4.3% |
| 1Y | +15.3% | +59.3% | -44.0% | +2.1% |
| 3Y | +30.2% | +182.1% | -151.9% | -0.1% |
| 5Y | -4.3% | +162.6% | -166.9% | -29.0% |
| All | -4.3% | +161.1% | -165.4% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling