+476.8%
FIVE vs PSLV
+189.7%
+287.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -1.3% |
| 7D | +0.6% | -4.9% | +5.4% | +1.5% |
| 30D | +3.0% | -1.9% | +4.9% | +3.2% |
| 3M | +23.2% | +4.2% | +19.0% | +21.5% |
| 6M | +9.2% | -27.6% | +36.7% | +15.3% |
| YTD | +28.1% | -11.7% | +39.8% | +23.0% |
| 1Y | +65.3% | +49.3% | +15.9% | +34.5% |
| 3Y | +49.4% | +167.1% | -117.7% | +2.5% |
| 5Y | +29.5% | +151.7% | -122.2% | -11.5% |
| All | +476.8% | +189.7% | +287.1% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling