-48.8%
IT vs PSLV
+165.9%
-214.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.3% |
| 7D | -3.7% | -3.5% | -0.2% | -3.6% |
| 30D | +0.1% | -2.1% | +2.2% | +0.1% |
| 3M | +20.7% | -1.6% | +22.3% | +20.9% |
| 6M | +12.0% | -25.5% | +37.5% | +12.9% |
| YTD | -28.8% | -11.4% | -17.4% | -30.1% |
| 1Y | -25.5% | +48.6% | -74.1% | -31.4% |
| 3Y | -48.8% | +166.9% | -215.6% | -57.5% |
| All | -48.8% | +165.9% | -214.6% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling