+17.6%
IP vs PSLV
+142.8%
-125.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.7% |
| 7D | -0.3% | -6.3% | +6.0% | +0.4% |
| 30D | +7.9% | -12.7% | +20.6% | +9.5% |
| 3M | -15.3% | -24.7% | +9.4% | -12.8% |
| 6M | +10.5% | -44.6% | +55.1% | +17.2% |
| YTD | -9.4% | -33.3% | +23.9% | -8.0% |
| 1Y | -4.6% | -8.6% | +3.9% | -7.0% |
| 3Y | +21.2% | +108.2% | -86.9% | +4.0% |
| 5Y | -13.3% | +79.1% | -92.4% | -25.0% |
| All | +17.6% | +142.8% | -125.2% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling