+2,115.4%
GOOG vs PSLV
+109.5%
+2,005.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | 0.0% | -3.5% | +3.5% | +0.4% |
| 30D | -2.0% | -2.1% | +0.2% | -1.8% |
| 3M | -5.9% | -1.6% | -4.2% | -5.9% |
| 6M | +8.9% | -25.5% | +34.4% | +11.8% |
| YTD | +7.1% | -11.4% | +18.5% | +6.4% |
| 1Y | +39.7% | +48.6% | -8.9% | +30.1% |
| 3Y | +145.8% | +166.9% | -21.0% | +114.0% |
| 5Y | +138.6% | +152.4% | -13.8% | +107.3% |
| 10Y | +791.5% | +187.8% | +603.7% | +656.1% |
| All | +2,115.4% | +109.5% | +2,005.9% | +1,650.0% |
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