+93.3%
INFY vs PSLV
+109.5%
-16.2%
-54.4%
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% | +1.4% |
| 7D | -5.4% | -3.5% | -1.9% | -5.1% |
| 30D | -9.9% | -2.1% | -7.7% | -9.7% |
| 3M | -4.6% | -1.6% | -2.9% | -4.6% |
| 6M | -18.5% | -25.5% | +7.0% | -16.4% |
| YTD | -36.5% | -11.4% | -25.1% | -37.3% |
| 1Y | -32.8% | +48.6% | -81.3% | -38.3% |
| 3Y | -32.2% | +166.9% | -199.1% | -43.1% |
| 5Y | -44.7% | +152.4% | -197.1% | -53.6% |
| 10Y | +82.3% | +187.8% | -105.5% | +45.4% |
| All | +93.3% | +109.5% | -16.2% | +46.4% |
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