-41.9%
IT vs PSLV
+154.2%
-196.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.2% |
| 7D | -3.7% | -3.5% | -0.2% | -3.5% |
| 30D | +0.1% | -2.1% | +2.2% | +0.2% |
| 3M | +20.7% | -1.6% | +22.3% | +20.8% |
| 6M | +12.0% | -25.5% | +37.5% | +13.7% |
| YTD | -28.8% | -11.4% | -17.4% | -30.4% |
| 1Y | -25.5% | +48.6% | -74.1% | -32.9% |
| 3Y | -48.8% | +166.9% | -215.6% | -59.0% |
| All | -41.9% | +154.2% | -196.2% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling