+284.9%
IR vs PSLV
+242.4%
+42.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +0.6% | +2.7% | -2.0% | +0.2% |
| 30D | -13.6% | +3.5% | -17.1% | -14.1% |
| 3M | +3.7% | +0.3% | +3.4% | +3.3% |
| 6M | -13.1% | -21.0% | +8.0% | -10.6% |
| YTD | -5.1% | -8.9% | +3.8% | -6.5% |
| 1Y | -6.5% | +54.0% | -60.4% | -16.4% |
| 3Y | +8.5% | +175.4% | -166.9% | -13.6% |
| 5Y | +43.3% | +157.7% | -114.4% | +13.3% |
| All | +284.9% | +242.4% | +42.4% | +157.6% |
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