+142.5%
ETSY vs PSLV
+228.4%
-85.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -4.9% | -3.5% | -1.4% | -4.3% |
| 30D | -8.6% | -2.1% | -6.5% | -8.4% |
| 3M | +4.8% | -1.6% | +6.4% | +4.5% |
| 6M | +38.1% | -25.5% | +63.6% | +44.3% |
| YTD | +31.2% | -11.4% | +42.7% | +26.7% |
| 1Y | +22.1% | +48.6% | -26.5% | +0.8% |
| 3Y | +12.2% | +166.9% | -154.6% | -23.2% |
| 5Y | -66.5% | +152.4% | -218.9% | -77.2% |
| 10Y | +433.4% | +187.8% | +245.7% | +223.6% |
| All | +142.5% | +228.4% | -85.8% | +39.2% |
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