+140.1%
GOOGL vs PSLV
+154.2%
-14.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | 0.0% | -3.5% | +3.5% | +0.5% |
| 30D | -1.4% | -2.1% | +0.7% | -1.2% |
| 3M | -5.3% | -1.6% | -3.7% | -5.4% |
| 6M | +9.8% | -25.5% | +35.3% | +13.8% |
| YTD | +8.4% | -11.4% | +19.8% | +5.7% |
| 1Y | +41.2% | +48.6% | -7.4% | +21.7% |
| 3Y | +149.6% | +166.9% | -17.3% | +88.2% |
| All | +140.1% | +154.2% | -14.2% | +72.2% |
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