+40.3%
EWY vs PSLV
-28.4%
+68.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.3% | +1.1% | -0.3% |
| 7D | +1.2% | -4.9% | +6.1% | +4.9% |
| 30D | +9.3% | -1.9% | +11.2% | +10.6% |
| 3M | +2.4% | +4.2% | -1.8% | -0.9% |
| 6M | +40.3% | -27.6% | +67.9% | +71.8% |
| All | +40.3% | -28.4% | +68.7% | +71.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling