+449.7%
ETR vs PSLV
+108.9%
+340.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -0.9% |
| 7D | -1.9% | -4.9% | +3.0% | -1.5% |
| 30D | -0.2% | -1.9% | +1.7% | -0.1% |
| 3M | -3.7% | +4.2% | -7.9% | -4.3% |
| 6M | +2.1% | -27.6% | +29.7% | +4.6% |
| YTD | +16.5% | -11.7% | +28.1% | +15.5% |
| 1Y | +22.5% | +49.3% | -26.8% | +14.5% |
| 3Y | +144.7% | +167.1% | -22.5% | +113.2% |
| 5Y | +125.2% | +151.7% | -26.5% | +96.2% |
| 10Y | +296.9% | +187.0% | +109.9% | +232.8% |
| All | +449.7% | +108.9% | +340.8% | +341.6% |
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