+291.5%
ES vs PSLV
+117.0%
+174.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | -2.0% | +7.3% | -9.2% | -2.7% |
| 3M | +1.7% | -7.4% | +9.1% | +2.1% |
| 6M | -3.5% | -20.3% | +16.7% | -2.0% |
| YTD | +7.9% | -8.2% | +16.2% | +6.7% |
| 1Y | +17.2% | +57.9% | -40.8% | +9.0% |
| 3Y | +29.3% | +162.1% | -132.8% | +13.0% |
| 5Y | -5.7% | +151.2% | -156.9% | -17.8% |
| 10Y | +85.2% | +191.7% | -106.5% | +55.7% |
| All | +291.5% | +117.0% | +174.5% | +213.3% |
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