+108.1%
F vs PSLV
+117.0%
-8.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.6% |
| 7D | +5.3% | -0.6% | +6.0% | +5.4% |
| 30D | +4.6% | +7.3% | -2.7% | +3.7% |
| 3M | -3.7% | -7.4% | +3.8% | -3.1% |
| 6M | +16.8% | -20.3% | +37.1% | +19.2% |
| YTD | +15.3% | -8.2% | +23.5% | +14.1% |
| 1Y | +31.0% | +57.9% | -26.9% | +20.8% |
| 3Y | +45.4% | +162.1% | -116.6% | +24.9% |
| 5Y | +54.7% | +151.2% | -96.5% | +32.1% |
| 10Y | +98.2% | +191.7% | -93.4% | +62.8% |
| All | +108.1% | +117.0% | -8.9% | +85.2% |
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