+303.5%
EWY vs PSLV
+190.6%
+112.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.2% |
| 7D | -0.1% | -3.5% | +3.4% | +1.1% |
| 30D | +7.3% | -2.1% | +9.5% | +8.1% |
| 3M | -5.1% | -1.6% | -3.5% | -4.7% |
| 6M | +42.1% | -25.5% | +67.6% | +54.7% |
| YTD | +94.1% | -11.4% | +105.5% | +94.1% |
| 1Y | +147.8% | +48.6% | +99.2% | +109.1% |
| 3Y | +222.9% | +166.9% | +56.0% | +123.7% |
| 5Y | +150.6% | +152.4% | -1.8% | +73.7% |
| All | +303.5% | +190.6% | +112.9% | +135.6% |
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 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