+675.2%
INTC vs PSLV
+109.5%
+565.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +7.5% | -3.5% | +10.9% | +8.2% |
| 30D | +2.0% | -2.1% | +4.1% | +2.3% |
| 3M | -12.0% | -1.6% | -10.3% | -11.9% |
| 6M | +114.5% | -25.5% | +140.0% | +124.7% |
| YTD | +179.0% | -11.4% | +190.4% | +179.6% |
| 1Y | +318.3% | +48.6% | +269.7% | +285.1% |
| 3Y | +171.2% | +166.9% | +4.3% | +127.7% |
| 5Y | +107.6% | +152.4% | -44.8% | +74.4% |
| 10Y | +258.5% | +187.8% | +70.7% | +190.6% |
| All | +675.2% | +109.5% | +565.7% | +525.2% |
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 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