+65.9%
EW vs PSLV
+110.4%
-44.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | +4.9% | -6.3% | +11.2% | +5.3% |
| 30D | +23.9% | -12.7% | +36.6% | +24.8% |
| 3M | +15.8% | -24.7% | +40.5% | +17.4% |
| 6M | +31.7% | -44.6% | +76.2% | +35.9% |
| YTD | +25.7% | -33.3% | +59.0% | +26.7% |
| 1Y | +24.4% | -8.6% | +33.0% | +22.0% |
| 3Y | +65.9% | +108.2% | -42.3% | +44.4% |
| All | +65.9% | +110.4% | -44.5% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling