+858.8%
FIVE vs PSLV
+94.2%
+764.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | +3.7% | +2.7% | +1.0% | +3.2% |
| 30D | +4.0% | +3.5% | +0.5% | +3.3% |
| 3M | +36.2% | +0.3% | +36.0% | +35.6% |
| 6M | +18.0% | -21.0% | +39.0% | +21.3% |
| YTD | +34.9% | -8.9% | +43.8% | +31.2% |
| 1Y | +67.9% | +54.0% | +13.9% | +46.3% |
| 3Y | +57.3% | +175.4% | -118.1% | +23.1% |
| 5Y | +39.5% | +157.7% | -118.1% | +9.0% |
| 10Y | +496.4% | +184.9% | +311.5% | +325.3% |
| All | +858.8% | +94.2% | +764.5% | +617.9% |
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