+661.2%
EWT vs PSLV
+108.9%
+552.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -1.6% |
| 7D | -1.1% | -4.9% | +3.8% | -0.2% |
| 30D | +4.8% | -1.9% | +6.7% | +5.0% |
| 3M | +11.1% | +4.2% | +7.0% | +10.1% |
| 6M | +54.6% | -27.6% | +82.2% | +62.4% |
| YTD | +71.4% | -11.7% | +83.1% | +70.7% |
| 1Y | +82.1% | +49.3% | +32.8% | +64.2% |
| 3Y | +193.2% | +167.1% | +26.1% | +137.9% |
| 5Y | +146.1% | +151.7% | -5.6% | +99.8% |
| 10Y | +505.0% | +187.0% | +318.1% | +368.2% |
| All | +661.2% | +108.9% | +552.3% | +456.1% |
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