+830.9%
FIVE vs PSLV
+42.3%
+788.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +2.7% | -6.3% | +8.9% | +3.7% |
| 30D | +12.7% | -12.7% | +25.3% | +14.9% |
| 3M | +2.1% | -24.7% | +26.8% | +6.2% |
| 6M | +17.5% | -44.6% | +62.1% | +27.7% |
| YTD | +31.0% | -33.3% | +64.2% | +33.2% |
| 1Y | +67.7% | -8.6% | +76.3% | +59.7% |
| 3Y | +43.4% | +108.2% | -64.8% | +16.9% |
| 5Y | +18.1% | +79.1% | -61.0% | -2.7% |
| 10Y | +508.8% | +137.7% | +371.1% | +354.1% |
| All | +830.9% | +42.3% | +788.6% | +628.9% |
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