+513.6%
EWT vs PSLV
+190.6%
+323.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -1.1% | -3.5% | +2.3% | -0.4% |
| 30D | +4.5% | -2.1% | +6.6% | +4.8% |
| 3M | +8.3% | -1.6% | +9.9% | +8.2% |
| 6M | +54.2% | -25.5% | +79.7% | +63.0% |
| YTD | +74.6% | -11.4% | +86.0% | +72.1% |
| 1Y | +84.9% | +48.6% | +36.3% | +58.8% |
| 3Y | +197.5% | +166.9% | +30.7% | +119.1% |
| 5Y | +150.6% | +152.4% | -1.8% | +84.2% |
| All | +513.6% | +190.6% | +323.0% | +300.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling