+76.5%
F vs PSLV
+67.3%
+9.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -2.1% | -1.5% | -0.7% | -2.0% |
| 30D | +3.3% | -15.2% | +18.6% | +5.2% |
| 3M | -11.3% | -21.4% | +10.1% | -9.1% |
| 6M | +5.3% | -39.9% | +45.3% | +10.9% |
| YTD | -2.2% | -29.3% | +27.0% | -0.6% |
| 1Y | -3.5% | -1.6% | -2.0% | -6.0% |
| 3Y | +49.5% | +121.3% | -71.8% | +30.7% |
| 5Y | -13.5% | +89.9% | -103.4% | -23.9% |
| 10Y | +69.0% | +152.0% | -82.9% | +41.9% |
| All | +76.5% | +67.3% | +9.2% | +61.4% |
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