+174.7%
HPQ vs PSLV
+120.6%
+54.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.6% |
| 7D | +2.2% | +3.3% | -1.1% | +1.8% |
| 30D | +9.7% | +2.1% | +7.6% | +9.3% |
| 3M | +32.7% | +7.1% | +25.6% | +31.1% |
| 6M | +77.7% | -21.6% | +99.3% | +81.8% |
| YTD | +51.0% | -6.7% | +57.7% | +47.5% |
| 1Y | +18.4% | +59.3% | -40.9% | +5.8% |
| 3Y | +25.6% | +182.1% | -156.5% | +1.8% |
| 5Y | +38.6% | +162.6% | -124.0% | +12.4% |
| 10Y | +226.1% | +203.0% | +23.1% | +152.1% |
| All | +174.7% | +120.6% | +54.1% | +117.5% |
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