+43.7%
F vs PSLV
+161.1%
-117.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -4.2% |
| 7D | -4.9% | +3.3% | -8.2% | -5.3% |
| 30D | -2.9% | +2.1% | -5.0% | -3.2% |
| 3M | -9.1% | +7.1% | -16.2% | -10.0% |
| 6M | +12.9% | -21.6% | +34.5% | +15.3% |
| YTD | +6.1% | -6.7% | +12.8% | +3.7% |
| 1Y | +22.5% | +59.3% | -36.8% | +8.4% |
| 3Y | +32.1% | +182.1% | -150.0% | +2.3% |
| 5Y | +43.7% | +162.6% | -118.9% | +4.3% |
| All | +43.7% | +161.1% | -117.3% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling