+205.4%
IBM vs PSLV
+120.6%
+84.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.2% |
| 7D | +3.6% | +3.3% | +0.2% | +3.3% |
| 30D | +1.5% | +2.1% | -0.6% | +1.4% |
| 3M | -12.9% | +7.1% | -20.1% | -13.5% |
| 6M | -3.9% | -21.6% | +17.7% | -2.6% |
| YTD | -17.3% | -6.7% | -10.6% | -18.4% |
| 1Y | -5.0% | +59.3% | -64.3% | -11.0% |
| 3Y | +78.2% | +182.1% | -103.9% | +57.6% |
| 5Y | +120.6% | +162.6% | -42.0% | +95.2% |
| 10Y | +144.5% | +203.0% | -58.5% | +109.7% |
| All | +205.4% | +120.6% | +84.8% | +152.3% |
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