+597.9%
ET vs PSLV
+120.6%
+477.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.6% |
| 7D | +0.6% | +3.3% | -2.7% | +0.3% |
| 30D | +5.3% | +2.1% | +3.2% | +5.0% |
| 3M | +15.6% | +7.1% | +8.5% | +14.6% |
| 6M | +20.6% | -21.6% | +42.2% | +22.9% |
| YTD | +38.5% | -6.7% | +45.3% | +36.3% |
| 1Y | +35.7% | +59.3% | -23.6% | +24.4% |
| 3Y | +98.4% | +182.1% | -83.7% | +68.2% |
| 5Y | +245.3% | +162.6% | +82.7% | +193.0% |
| 10Y | +173.7% | +203.0% | -29.3% | +124.8% |
| All | +597.9% | +120.6% | +477.3% | +488.9% |
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 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