+273.7%
IR vs PSLV
+233.1%
+40.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -4.5% | -3.5% | -1.0% | -4.0% |
| 30D | -13.9% | -2.1% | -11.8% | -13.7% |
| 3M | -0.3% | -1.6% | +1.3% | -0.4% |
| 6M | -14.3% | -25.5% | +11.2% | -11.2% |
| YTD | -7.9% | -11.4% | +3.5% | -8.9% |
| 1Y | -9.9% | +48.6% | -58.5% | -19.0% |
| 3Y | +6.5% | +166.9% | -160.3% | -14.8% |
| 5Y | +34.0% | +152.4% | -118.4% | +6.3% |
| All | +273.7% | +233.1% | +40.6% | +151.1% |
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