+336.0%
EWY vs PSLV
+108.9%
+227.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.3% | +1.1% | -2.8% |
| 7D | +1.2% | -4.9% | +6.1% | +2.5% |
| 30D | +9.3% | -1.9% | +11.2% | +9.9% |
| 3M | +2.4% | +4.2% | -1.8% | +1.5% |
| 6M | +40.3% | -27.6% | +67.9% | +51.3% |
| YTD | +88.0% | -11.7% | +99.7% | +89.6% |
| 1Y | +143.8% | +49.3% | +94.5% | +116.9% |
| 3Y | +217.8% | +167.1% | +50.6% | +146.2% |
| 5Y | +142.7% | +151.7% | -9.0% | +88.7% |
| 10Y | +291.7% | +187.0% | +104.7% | +185.8% |
| All | +336.0% | +108.9% | +227.1% | +183.5% |
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