+475.5%
GE vs PSLV
+120.6%
+354.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.1% |
| 7D | -1.2% | +3.3% | -4.6% | -1.6% |
| 30D | -11.3% | +2.1% | -13.4% | -11.5% |
| 3M | -1.4% | +7.1% | -8.5% | -2.4% |
| 6M | +1.2% | -21.6% | +22.8% | +3.2% |
| YTD | +5.9% | -6.7% | +12.7% | +4.4% |
| 1Y | +18.4% | +59.3% | -40.9% | +9.5% |
| 3Y | +271.0% | +182.1% | +88.9% | +219.2% |
| 5Y | +417.9% | +162.6% | +255.3% | +345.6% |
| 10Y | +152.0% | +203.0% | -51.1% | +107.6% |
| All | +475.5% | +120.6% | +354.9% | +371.3% |
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