-9.9%
IR vs PSLV
+49.9%
-59.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -4.5% | -3.5% | -1.0% | -4.2% |
| 30D | -13.9% | -2.1% | -11.8% | -13.8% |
| 3M | -0.3% | -1.6% | +1.3% | -0.3% |
| 6M | -14.3% | -25.5% | +11.2% | -12.6% |
| YTD | -7.9% | -11.4% | +3.5% | -6.1% |
| 1Y | -9.9% | +48.6% | -58.5% | -10.0% |
| All | -9.9% | +49.9% | -59.8% | -10.0% |
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