-21.3%
IT vs PSLV
+57.1%
-78.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.7% |
| 7D | -6.0% | -0.6% | -5.4% | -6.1% |
| 30D | 0.0% | +7.3% | -7.3% | +0.4% |
| 3M | +13.1% | -7.4% | +20.5% | +13.1% |
| 6M | +11.7% | -20.3% | +32.0% | +11.4% |
| YTD | -26.1% | -8.2% | -17.9% | -24.5% |
| 1Y | -21.3% | +57.9% | -79.2% | -12.7% |
| All | -21.3% | +57.1% | -78.4% | -12.7% |
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 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