+34.2%
FIVE vs PSLV
+161.1%
-126.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.1% |
| 7D | +1.7% | +3.3% | -1.7% | +1.1% |
| 30D | +5.0% | +2.1% | +2.9% | +4.5% |
| 3M | +29.5% | +7.1% | +22.4% | +27.5% |
| 6M | +12.4% | -21.6% | +34.0% | +16.0% |
| YTD | +31.2% | -6.7% | +37.9% | +23.5% |
| 1Y | +72.9% | +59.3% | +13.6% | +36.7% |
| 3Y | +53.0% | +182.1% | -129.1% | +3.3% |
| 5Y | +34.2% | +162.6% | -128.5% | -16.2% |
| All | +34.2% | +161.1% | -126.9% | -16.2% |
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 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