+17.0%
IEFA vs PSLV
+7.9%
+9.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.0% | -3.5% | +1.7% |
| 7D | +1.9% | -2.6% | +4.5% | +2.2% |
| 30D | +1.4% | -14.2% | +15.6% | +3.3% |
| 3M | -1.4% | -12.2% | +10.8% | 0.0% |
| 6M | +6.3% | -28.1% | +34.4% | +10.1% |
| YTD | +11.9% | -28.2% | +40.1% | +14.4% |
| 1Y | +17.0% | +9.1% | +7.8% | +12.7% |
| All | +17.0% | +7.9% | +9.1% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling